In this paper, the investment portfolio is formed based on the data mining algorithm of CHAID on the basis of the risk status criteria. In the next step, the second investment portfolio is created based on the decision rules extracted by the DEA-BCC model. The final portfolio is created through a two-objective mathematical programming model based on the Imperialist Competitive algorithm.

in data envelopment analyze (dea) the scale efficiency in the input-oriented ccr model is less than or equal to the scale efficiency in dea based on the fractional analysis (dea-r). also, the scale efficiency in case of multiple inputs and one output and vice versa the scale efficiencies are equal in dea and dea-r. in this paper, first, dea-r model with weight restrictions when there is relativ...

Traditional DEA models deal with measurements of relative efficiency of DMUs regarding multiple-inputs vs. multiple-outputs. One of the drawbacks of these models is the neglect of intermediate products or linking activities. After pointing out needs for inclusion of them in DEA models, we propose a slacks-based network DEA model that can deal with intermediate products. Using this model we can ...

This paper uses the DEA models to rank the efficiency of Indian non-life insurance firms over the period 2008-2013 with Expenses, Capital, Premium and Investment income variables in the modelling. These basic DEA models identify adequately the inefficient firms, but are weak in discriminating among those found to be efficient. To improve the discrimination, we used the Cross-Efficiency and the ...

In 2020, China put forward the goals of “peak carbon dioxide emissions” and “carbon neutrality” (“double-carbon”) it is urgent for energy industry to achieve green transformation. Aiming at rigid requirements carbon-peaking carbon-neutrality (“double-carbon”), this study established a performance evaluation index system an supply chain four-tier structure based on “double-carbon” goals, calcula...

Quantifying cartilage contact stress is paramount to understanding hip osteoarthritis. Discrete element analysis (DEA) is a computationally efficient method to estimate cartilage contact stresses. Previous applications of DEA have underestimated cartilage stresses and yielded unrealistic contact patterns because they assumed constant cartilage thickness and/or concentric joint geometry. The stu...

data envelopment analysis (dea) is a managerial powerful tool for assess the performance of decision making units (dmus). nowadays, multi-objective dea models are an attractive technique for evaluation quantity and quality aspects of performance analysis. but these models are in static. in this paper, we want to present a proposed fuzzy dynamic multi-objective dea model in which data are changi...

2011~2020 is a golden decade of innovation-driven development for China. During this period, scientific and technological innovation (STI) Chinese universities has achieved historic development. This paper uses DEA-BCC model Malmquist index to calculate the STI efficiency in 31 provinces municipalities from 2011 2020. The findings illustrate that: (1) barrier effect pure technical greater than ...

Despite the large uses of inverse DEA models, there is not any single application of inverse linear programming in DEA when the definition of inverse linear programming is taken under account. Thus the goal of this paper is applying the inverse linear programming into DEA field, and to provide a streamlined approach to DEA and Additive model. Having the entire efficient DMUs in DEA models is a...