Evaluating loans using variable benchmark data envelopment analysis
نویسندگان
چکیده
منابع مشابه
Benchmark Forecasting in Data Envelopment Analysis for Decision Making Units
Although DEA is a powerful method in evaluating DMUs, it does have some limitations. One of the limitations of this method is the result of the evaluation is based on previously data and the results are not proper for forecasting the future changes. So For this purpose, we design feedback loops for forecasting inputs and outputs through system dynamics and simulation. Then we use DEA model to f...
متن کاملEvaluating Loans Using a Combination of Data Envelopment and Neuro-Fuzzy Systems
A business organization’s objective is to make better decisions at all levels of the firm to improve performance. Typically organizations are multi-faceted and complex systems that use uncertain information. Therefore, making quality decisions to improve organizational performance is a daunting task. Organizations use decision support systems that apply different business intelligence technique...
متن کاملGuidelines for using variable selection techniques in data envelopment analysis
Model misspecification has significant impacts on Data Envelopment Analysis (DEA) efficiency estimates. This paper discusses the four most widely-used approaches to guide variable specification in DEA. We analyze Efficiency Contribution Measure (ECM), Principal Component Analysis (PCA-DEA), a regression-based test, and bootstrapping for variable selection via Monte Carlo simulations to determin...
متن کاملEvaluating Distribution Options for Horizontal Portals Using Data Envelopment Analysis
Focusing the distribution channels for horizontal portals, various aspects of e-business, in their new ways and processes, have been explained and then three types of distribution channels for a generic horizontal portal have been identified and a novel approach using data development analysis (DEA) has been suggested to address the option selection issues in this paper. INTRODUCTION E-business...
متن کاملEvaluating Contextual Variables Affecting Productivity Using Data Envelopment Analysis
A DEA-based stochastic estimation framework is presented to evaluate contextual variables affecting productivity. Conditions are identified under which a two-stage procedure consisting of DEA followed by regression analysis yields consistent estimators of the impact of contextual variables. Conditions are also identified under which DEA in the first stage followed by maximum likelihood estimati...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Business Intelligence and Systems Engineering
سال: 2016
ISSN: 2051-5847,2051-5855
DOI: 10.1504/ijbise.2016.081596