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A multicriteria DSS for a global stock evaluation

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Abstract

The paper describes a Multicriteria Decision Support System which aims at presenting a complete and spherical evaluation of the Athens Stock Exchange stocks. The system evaluates the stocks on the basis of three approaches: Fundamental Analysis, Technical Analysis and Stock-Exchange Analysis.

The system introduced in this paper utilises Multicriteria Analysis methods and embodies a large volume of relevant information. It is a ‘live’ system and operates in ‘real world conditions’ since its data are updated on a daily basis through a multitude of sources.

The final output of the system is an overall evaluation of the ASE stocks and a stock ranking with the best stock first and the worst last, in order to be used in supporting investment decision-making. Finally, the system is intended for both institutional and private investors.

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Correspondence to Georgios D. Samaras.

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Samaras, G.D., Matsatsinis, N.F. & Zopounidis, C. A multicriteria DSS for a global stock evaluation. Oper Res Int J 3, 281–306 (2003). https://doi.org/10.1007/BF02936406

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