Bank efficiency evaluation using a neural network-DEA method
In the present time, evaluating the performance of banks is one of the important subjects for societies and the bank managers who want to expand the scope of their operation. One of the non-parametric approaches for evaluating efficiency is data envelopment analysis(DEA). By a mathematical programming model, DEA provides an estimation of efficiency surfaces. A major problem faced by DEA is that the frontier calculated by DEA may be slightly distorted if the data is affected by statistical noises. In recent years, using the neural networks is a powerful non-parametric approach for modeling the nonlinear relations in a wide variety of decision making applications. The radial basis function neural networks (RBFNN) have proved significantly beneficial in the evaluation and assessment of complex systems. Clustering is a method by which a large set of data is grouped into clusters of smaller sets of similar data. In this paper, we proposed RBFNN with the K-means clustering method for the efficiency evaluation of a large set of branches for an Iranian bank. This approach leads to an appropriate classification of branches. The results are compared with the conventional DEA results. It is shown that, using the hybrid learning method, the weights of the neural network are convergent.
data envelopment analysis (dea) is a powerful tool for measuring relative efficiency of organizational units referred to as decision making units (dmus). in most cases dmus have network structures with internal linking activities. traditional dea models, however, consider dmus as black boxes with no regard to their linking activities and therefore do not provide decision makers with the reasons...
evaluation of technical efficiency of iran housing bank using data envelopment analysis (dea) method
the main purpose of this research paper is to calculate irans housing (maskan) bank through the use of data envelopment analysis. in this research, the performance of 33 branches of the housing bank throughout tehran (capital city of iran) within 2002-2004 was analyzed and discussed. the results of the study shows that average technical efficiencies of housing bank branches in two hypotheses of...متن کامل
Estimating Efficiency of Bank Branches by Dynamic Network Data Envelopment Analysis and Artificial Neural Network
Network data envelopment analysis models assess efficiency of decision-making unit and its sections using historical data but fail to measure efficiency of its units and their internal stages in the future. In this paper we aim to measure efficiency of stages of bank branches and obtain efficiency trend of stages during the time, then to estimate their efficiency in the future therefore we can ...متن کامل
Efficiency in the mutual fund (MF), is one of the issues that has attracted many investors in countries with advanced financial market for many years. Due to the need for frequent study of MF’s efficiency in short-term periods, investors need a method that not only has high accuracy, but also high speed. Data envelopment analysis (DEA) is proven to be one of the most widely used methods in the ...متن کامل
Technical Efficiency Evaluation of Ardabil Hospitals Affiliated to University of Medical Sciences using Artificial Neural Network Method
Background: The optimal management of hospitals as the most important centers for providing health services has always been the focus of decision makers and policymakers. The present study aimed to evaluate the technical efficiency of hospitals affiliated to Ardebil University of Medical Sciences using Artificial Neural Network (ANN) method. Methods: The present descriptive, applied, and cross...متن کامل
دوره 4 شماره None
صفحات 33- 48
تاریخ انتشار 2009-11
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