Assessing bank efficiency and performance with operational research and artificial intelligence techniques: a survey

DOI10.1016/j.ejor.2009.08.003zbMath1178.90228OpenAlexW3122779978MaRDI QIDQ2655605

Fotios Pasiouras, Meryem Duygun Fethi

Publication date: 25 January 2010

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.08.003

zbMATH Keywords

efficiencyartificial intelligencedata envelopment analysisoperational researchliterature reviewbanks

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Learning and adaptive systems in artificial intelligence (68T05) Management decision making, including multiple objectives (90B50) Case-oriented studies in operations research (90B90)

Related Items (48)

Least-Distance Range Adjusted Measure in DEA: Efficiency Evaluation and Benchmarking for Japanese Banks ⋮ Interval data without sign restrictions in DEA ⋮ Efficiency dynamics in Indian banking: a conditional directional distance approach ⋮ Productivity change of Taiwanese farmers' credit unions: a nonparametric metafrontier Malmquist-Luenberger productivity indicator ⋮ A review of bank efficiency and productivity ⋮ Banks to basics! Why banking regulation should focus on equity ⋮ Assessing the business values of information technology and e-commerce independently and jointly ⋮ Cost-effectiveness measures on convex and nonconvex technologies ⋮ Introducing and modeling inefficiency contributions ⋮ Assessing productive efficiency of banks using integrated fuzzy-DEA and bootstrapping: a case of Mozambican banks ⋮ A data analytic approach to forecasting daily stock returns in an emerging market ⋮ Linking customer satisfaction, employee appraisal, and business performance: an evaluation methodology in the banking sector ⋮ Multicriteria decision systems for financial problems ⋮ Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds ⋮ Investigating the impact of behavioral factors on supply network efficiency: insights from banking's corporate bond networks ⋮ Integrated bank performance assessment and management planning using hybrid minimax reference point -- DEA approach ⋮ A spatial stochastic frontier model with endogenous frontier and environmental variables ⋮ Empirical surveys of frontier applications: a meta‐review ⋮ Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach ⋮ How ownership structure affects bank deposits and loan efficiencies: an empirical analysis of Chinese commercial banks ⋮ The threshold effects of income diversification on bank stability: an efficiency perspective based on a dynamic network slacks-based measure model ⋮ An Integrated machine learning and DEA-predefined performance outcome prediction framework with high-dimensional imbalanced data ⋮ Sequential Malmquist-Luenberger productivity index for interval data envelopment analysis ⋮ Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector ⋮ Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions ⋮ An enhanced DEA model for decomposition of technical efficiency in banking ⋮ Finding closest target for bank branches in the presence of weight restrictions using data envelopment analysis ⋮ Evidence regarding external financing in manufacturing MSEs using partial least squares regression ⋮ News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions ⋮ Modelling bank performance: a network DEA approach ⋮ Integration, productivity and technological spillovers: evidence for eurozone banking industries ⋮ The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach ⋮ Endogenous bank risk and efficiency ⋮ A multidimensional approach to measuring bank branch efficiency ⋮ A Bayesian semiparametric approach to stochastic frontiers and productivity ⋮ Measuring bank performance with a dynamic network Luenberger indicator ⋮ Bank branch sales evaluation using extended value efficiency analysis ⋮ Multi-period productivity measurement under centralized management with an empirical illustration to German saving banks ⋮ Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry ⋮ Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks ⋮ Modelling a multi-period production process: evidence from the Japanese regional banks ⋮ The financial crisis and the shadow price of bank capital ⋮ A bi-level multi-objective data envelopment analysis model for estimating profit and operational efficiency of bank branches ⋮ Prediction of bankruptcy using support vector machines: an application to bank bankruptcy ⋮ Unnamed Item ⋮ The overall Malmquist index: a new approach for measuring productivity changes over time ⋮ Operational research and artificial intelligence methods in banking ⋮ Measuring Bank Performance: From Static Black Box to Dynamic Network Models

Cites Work

• Unnamed Item
• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• Estimation and inference in two-stage, semi-parametric models of production processes
• Profitability of a sample of Portuguese bank branches and its decomposition into technical and allocative components
• Comparative efficiency analysis of Portuguese bank branches
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• A study on the persistence of Farrell's efficiency measure under a dynamic framework
• Data envelopment analysis (DEA) -- thirty years on
• A survey of business failures with an emphasis on prediction methods and industrial applications
• DEA and benchmarks -- an application to Nordic banks
• Efficiency of financial institutions: International survey and directions for future research
• Using data envelopment analysis for costing bank products
• Neural networks in business: Techniques and applications for the operations researcher
• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
• Efficiency of banks in a developing economy: The case of India.
• A comparison of parametric and non-parametric distance functions: With application to European railways
• Commercial branch performance evaluation and results communication in a Canadian bank -- a DEA application
• Cost efficiency measurement with price uncertainty: a DEA application to bank branch assessments
• Decomposing capacity utilization in data envelopment analysis: An application to banks in India
• Multiple goals and ownership structure: effects on the performance of Spanish savings banks
• A survey of data envelopment analysis in energy and environmental studies
• Do bank mergers have hidden or foregone value? realized and unrealized operating synergies in one bank merger
• Efficiency Analysis for Exogenously Fixed Inputs and Outputs
• European Bank Performance Beyond Country Borders: What Really Matters? *
• Cost efficiency, production and value-added models in the analysis of bank branch performance
• A quasi-concave DEA model with an application for bank branch performance evaluation

This page was built for publication: Assessing bank efficiency and performance with operational research and artificial intelligence techniques: a survey