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

{"title":"使用随机森林和数据包络分析混合方法的银行效率评估","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":"{\"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}","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

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。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文

微信好友朋友圈 QQ好友复制链接

本刊更多论文

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.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

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

自引率

0.00%

发文量