Article ID Journal Published Year Pages File Type
385821 Expert Systems with Applications 2011 10 Pages PDF
Abstract

Data envelopment analysis (DEA) mainly utilizes envelopment technology to replace production function in microeconomics. The input and output of decision making units (DMUs) are projected into the attributes to evaluate or measure their performance. However, if the inputs and outputs are linguistically termed or are fuzzy-numbered, conventional DEA can not easily measure the performance. Therefore, we propose the use of a fuzzy super-efficiency slack-based measure DEA to analyze the operational performance of 24 commercial banks facing problems on loan and investment parameters with vague characteristics. After our analysis, we find that the fuzzy slack-based measure of efficiency (Fuzzy SBM)/fuzzy super-efficiency slack-based measure of efficiency (Fuzzy Super SBM) can not only effectively characterize uncertainty, but also have a higher capability to evaluate bank efficiency than the conventional Fuzzy DEA approach.

Research highlights► We propose the use of a fuzzy super-efficiency slack-based measure DEA (Fuzzy Super SBM) and fuzzy slack-based measure DEA (Fuzzy SBM DEA) to analyze the operational performance of parameters with fuzzy-numbered. ► We examine the operational performance of 24 commercial banks facing problems on loan and investment variables with vague characteristics. ► The Fuzzy Super SBM not only solves input/ output fuzzy number issues, it also provides a better ranking methodology for the banks.

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Physical Sciences and Engineering Computer Science Artificial Intelligence
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