Iranian Journal of Mathematical Sciences and Informatics
مجله علوم ریاضی و انفورماتیک
IJMSI
Basic Sciences
http://ijmsi.ir
1
admin
1735-4463
2008-9473
8
10.61186/ijmsi
14
8888
13
en
jalali
1388
8
1
gregorian
2009
11
1
4
2
online
1
fulltext
en
Bank efficiency evaluation using a neural network-DEA method
عمومى
General
پژوهشي
Research paper
<p>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.</p>
Data envelopment analysis, Neural networks, Efficiency, Multilayered perceptron, Radial basis function, K-means clustering method.
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http://ijmsi.ir/browse.php?a_code=A-10-1-69&slc_lang=en&sid=1
G.
Aslani
10031947532846002113
10031947532846002113
Yes
S. H.
Momeni-Masuleh
10031947532846002114
10031947532846002114
No
A.
Malek
10031947532846002115
10031947532846002115
No
F.
Ghorbani
10031947532846002116
10031947532846002116
No