Evaluating the Efficiency of Firms with Negative Data in Multi-Period Systems: An Application to Bank ‎Data

evaluating the efficiency of firms with negative data in multi-period systems: an application to bank ‎data

data envelopment analysis (dea) is a mathematical technique to evaluate the performance of firms with multiple inputs and outputs. in conventional dea models, the efficiency scores of decision making units (dmus) with non-negative inputs and outputs are evaluated in a special period of time. however, in the real world there are situations wherein performance of firms must be evaluated in multip...

Evaluating the efficiency of bank branches with random data

Data Envelopment Analysis (DEA) is a mathematic technique to evaluate the relative efficiency of a group of homogeneous decision making units (DMUs) with multiple inputs and outputs. The efficiency of each unit is measured based on its distance to the production possibility set (PPS). In this paper, the BCC model is used in output-oriented. The average return on profit as output and the covaria...

Multi-period network Data Envelopment Analysis to measure the efficiency of a real business

Measuring the efficiency of real businesses is not a simple task, because a real business may involve several processes and sub-processes, forming a very complicated dynamic network of interactions. In this paper, a customized dynamic network data envelopment analysis (NDEA) model is proposed to measure the efficiency of the sub-processes in a real business. The proposed dynamic NDEA model is f...

Cross Efficiency Evaluation with Negative Data in Selecting the Best of Portfolio Using OWA Operator Weights

The present study is an attempt toward evaluating the performance of portfolios and asset selectionusing cross-efficiency evaluation. Cross-efficiency evaluation is an effective way of ranking decisionmaking units (DMUs) in data envelopment analysis (DEA). Conventional DEA models assume nonnegativevalues for inputs and outputs. However, we know that unlike return and skewness, varianceis the on...

Secondary Model Developed for Weight Selective in Evaluating the Efficiency of Cross-DEA with Fuzzy Data

A Directional Distance Approach to Deal with Negative Data in Dea: an Application to Bank Branches

This paper is drawn from the use of Data Envelopment Analysis (DEA) in helping a Portuguese bank to manage the performance of its branches. The bank wanted to set targets for the branches on such variables as growth in number of clients, growth in funds deposited and so on. Such variables can take positive and negative values but traditional DEA models, with some specialised exceptions, have hi...