arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2011.02442cs.AImath.OC
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银行绩效建模:一种新的模糊两阶段DEA方法

Modeling bank performance: A novel fuzzy two-stage DEA approach

Mohammad Izadikhah

摘要:

由于银行在每个国家的经济发展中发挥着至关重要的作用,评估银行的业绩一直是人们感兴趣的问题。数据包络分析(DEA)已被广泛用于衡量银行分支机构的绩效。在传统的DEA方法中,决策单元(DMU)被视为黑箱,将输入集转换为输出集,而不考虑内部的相互作用发生在每个DMU。两阶段DEA模型的设计,以克服这一不足。因此,本文提出了一种新的两阶段DEA模型的基础上改进的增强罗素模型。另一方面,在许多情况下,例如在制造系统、生产过程或服务系统中,输入、中间产品和输出可以作为模糊变量给出。本文的主要目的是建立和提出一个新的模糊两阶段DEA模型来衡量15个分行的效率的梅利银行在哈梅丹省。

英文摘要:

Evaluating the banks' performance has always been of interest due to their crucial role in the economic development of each country. Data envelopment analysis (DEA) has been widely used for measuring the performance of bank branches. In the conventional DEA approach, decision making units (DMUs) are regarded as black boxes that transform sets of inputs into sets of outputs without considering the internal interactions taking place within each DMU. Two-stage DEA models are designed to overcome this shortfall. Thus, this paper presented a new two-stage DEA model based on a modification on Enhanced Russell Model. On the other hand, in many situations, such as in a manufacturing system, a production process or a service system, inputs, intermediates and outputs can be given as a fuzzy variable. The main aim of this paper is to build and present a new fuzzy two-stage DEA model for measuring the efficiency of 15 branches of Melli bank in Hamedan province.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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