关于恒定回报的权重限制方法可扩展DEA模型:土耳其互联网银行业务的效率
Abdullah A Kraidi1, Sahand Daneshvar1, Kehinde Adewale Adesina2,3
1Department of Industrial Engineering- Engineering Faculty- Eastern Mediterranean University, TRNC, Via Mersin 10, Gazimagusa, 99628, Turkey.
Heliyon
|May 31, 2024
概括
优化银行业务效率包括在数据包裹分析 (DEA) 中进行战略权重选择. 限制权重简化了排名,并改善了金融机构的绩效衡量.
科学领域:
- 运营研究 运营研究
- 金融技术 金融技术
- 银行业分析分析
背景情况:
- 决策单位 (DMU) 的绩效测量是复杂的,特别是在银行业.
- 传统的数据包裹分析 (DEA) 模型面临着同质单元和多个有效边界的挑战.
- 金融技术 (金融科技) 在银行业的整合引入了复杂的输入-输出关系,需要先进的分析模型.
研究的目的:
- 通过战略性地选择输入和输出权重来优化决策单位 (DMU) 的性能测量.
- 通过限制基于输入和输出之间的内在联系的权重来简化高效的边界排名.
- 为土耳其移动互联网银行部门开发和应用重量受限的DEA模型.
主要方法:
- 采用重量限制数据包裹分析 (DEA) 模型.
- 应用该模型到土耳其的移动互联网银行部门在2006-2018年期间.
- 整合了一个全面的重量限制方法,包括所有相关的输入和输出变量.
主要成果:
- 实现了严格的正权重,减少了膨胀高效单位的数量及其得分.
- 与标准版本相比,证明了重量限制的DEA模型的有效性.
- 提供了一个连贯的框架,在低估的DMU和变量之间协调考虑.
结论:
- 限制权重的DEA模型为银行业的效率评估提供了切实可见的好处.
- 这种方法为银行提供了决策和财务规划的便利.
- 该模型是银行开发或提供互联网银行服务的可靠基准.
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