Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis
From MaRDI portal
Publication:2159559
DOI10.1007/s10479-022-04597-4zbMath1497.91325OpenAlexW4220841040MaRDI QIDQ2159559
Ying Tang, Chen Feng, Zhi-Yong Li
Publication date: 1 August 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-022-04597-4
Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Credit risk (91G40)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- An enhanced DEA model for decomposition of technical efficiency in banking
- Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
- DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique
- Evaluation of credit risk based on firm performance
- Improving discrimination in data envelopment analysis: PCA-DEA or variable reduction
- Quantile regression for robust bank efficiency score estimation
- Efficiency of financial institutions: International survey and directions for future research
- Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances
- Hybrid classifiers for financial multicriteria decision making: The case of bankruptcy prediction
- Bankruptcy prediction using a data envelopment analysis.
- Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
- Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
- A global Malmquist productivity index
- Bank efficiency estimation in China: DEA-RENNA approach
- An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
- Trajectories of efficiency measurement: a bibliometric analysis of DEA and SFA
- The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity
- Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
- Applied Logistic Regression
- Prediction of bankruptcy using support vector machines: an application to bank bankruptcy
- A slacks-based measure of efficiency in data envelopment analysis
- Pitfalls and protocols in DEA
This page was built for publication: Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis