A modified semi-oriented radial measure to deal with negative and stochastic data: an application in banking industry

DOI10.1007/S40096-021-00416-2MaRDI QIDQ2690403zbMATH OpenOpenAlexFDO

Authors Hamidreza Babaie Asil, M. Khounsiavash, Zohreh Moghadas, Reza Kazemi Matin

Publication date 16 March 2023

Published in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40096-021-00416-2

zbMATH Keywords

efficiencydata envelopment analysisnegative datastochastic data

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Operations research, mathematical programming (90-XX)

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Cites work

• A directional semi-oriented radial DEA measure: an application on financial stability and the efficiency of banks
• A note on a variant of radial measure capable of dealing with negative inputs and outputs in DEA
• A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA
• A two-phase modified slack-based measure approach for efficiency measurement and target setting in data envelopment analysis with negative data
• Centralized resource allocation with stochastic data
• Chance constrained programming approaches to congestion in stochastic data envelopment analysis.
• Chance constrained programming approaches to technical efficiencies and inefficiencies in stochastic data envelopment analysis
• Modeling undesirable factors in efficiency evaluation
• Negative data in DEA: a directional distance approach applied to bank branches
• Satisficing DEA models under chance constraints
• Stochastic data envelopment analysis in measuring the efficiency of Taiwan commercial banks
• Stochastic data envelopment analysis: a quantile regression approach to estimate the production frontier
• Undesiderable outputs in efficiency valuations

Cited in

(6)

• Non-homogeneous DEA approach in the presence of negative data: a promising prospective approach to enhance decision-making
• Investigating models of stochastic data envelopment analysis
• A directional semi-oriented radial DEA measure: an application on financial stability and the efficiency of banks
• Advancing group efficiency evaluation in DEA with negative data: an empirical application in the banking industry
• A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA
• An inverse multi-period FDH model with undesirable outputs

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