使用随机森林和数据包络分析混合方法的银行效率评估

2015 Fifth International Conference on Digital Information Processing and Communications (ICDIPC) Pub Date : 2015-11-12 DOI:10.1109/ICDIPC.2015.7323026

Imad Bou Hamad, A. Anouze

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引用次数: 1

摘要

本研究采用数据包络分析(DEA)、随机森林和逻辑回归三阶段整合框架来检验和预测环境变量对银行绩效的影响。该框架确定了五个重要的环境变量及其对银行绩效的影响，并将其应用于2008-2010年期间中东和北非(MENA)国家的151家银行。

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Bank efficiency assessment using a hybrid approach of random forests and data envelopment analysis

This study introduces a three-stage integrated framework consisting of data envelopment analysis (DEA), random forest, and logistic regression to examine and predict the impact of environmental variables on banks' performance. This framework identified five important environmental variables and their effects on bank performance when applied to 151 banks in Middle East and North African (MENA) countries over the period 2008-2010.

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2015 Fifth International Conference on Digital Information Processing and Communications (ICDIPC)

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