Investigating the Stock Exchange Listed Banks efficiency using the Reduction of DEA-Performance Factors by RST

سال انتشار: 1401
محل انتشار: نخستین جشنواره کارآفرینی ایثارگران
کد COI اختصاصی: FEFS01_011
زبان مقاله: انگلیسی
تعداد مشاهده: 255

نویسندگان

Young Researchers and Elite Club, Yadegar-e-Imam Khomeini (RAH) Shahr-e-Rey Branch, Islamic Azad University, Tehran, Iran

Ali Shahabi

Department of Industrial Engineering, Yadegar-e-Imam Khomeini (RAH) Shahre Rey Branch, Islamic Azad University, Tehran, Iran

چکیده

The financial management field has witnessed significant developments in recent years to help decision makers, managers and investors, to made optimal decisions. In this regard, the institutions investment strategies and their evaluation methods continuously change with the rapid transfer of information and access to the financial data. When information is available as several inputs and output factors, the data envelopment analysis (DEA) applies to calculate the efficiency of Banks and companies. Distinguishing efficient Banks and companies from inefficient ones, makes it possible for the financial managers to select suitable portfolios. The discriminating power of DEA depends on the number of companies under evaluation and the number of inputs and outputs. When the number of inputs and outputs are high compared to the number of units, most of the units will be evaluated as efficient, thus the discriminating power of DEA decreases and the results are not reliable. To deal with this problem, the Quick-Reduct algorithm of the rough set theory (RST) was used in this study to reduce inputs or outputs. It should be noted that the advantage of this algorithm is its ability to use negative data.

کلیدواژه ها

Portfolio, Data envelopment analysis, Rough set theory, Quick-reduct algorithm, Efficiency

اطلاعات بیشتر در مورد COI

COI مخفف عبارت CIVILICA Object Identifier به معنی شناسه سیویلیکا برای اسناد است. COI کدی است که مطابق محل انتشار، به مقالات کنفرانسها و ژورنالهای داخل کشور به هنگام نمایه سازی بر روی پایگاه استنادی سیویلیکا اختصاص می یابد.

کد COI به مفهوم کد ملی اسناد نمایه شده در سیویلیکا است و کدی یکتا و ثابت است و به همین دلیل همواره قابلیت استناد و پیگیری دارد.