{"title":"Bank efficiency assessment using a hybrid approach of random forests and data envelopment analysis","authors":"Imad Bou Hamad, A. Anouze","doi":"10.1109/ICDIPC.2015.7323026","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":339685,"journal":{"name":"2015 Fifth International Conference on Digital Information Processing and Communications (ICDIPC)","volume":"21 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2015 Fifth International Conference on Digital Information Processing and Communications (ICDIPC)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICDIPC.2015.7323026","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
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.