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Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey
Ist Teil von
European journal of operational research, 2010-07, Vol.204 (2), p.189-198
Ort / Verlag
Amsterdam: Elsevier B.V
Erscheinungsjahr
2010
Link zum Volltext
Quelle
Elsevier ScienceDirect Journals
Beschreibungen/Notizen
This paper presents a comprehensive review of 196 studies which employ operational research (O.R.) and artificial intelligence (A.I.) techniques in the assessment of bank performance. Several key issues in the literature are highlighted. The paper also points to a number of directions for future research. We first discuss numerous applications of data envelopment analysis which is the most widely applied O.R. technique in the field. Then we discuss applications of other techniques such as neural networks, support vector machines, and multicriteria decision aid that have also been used in recent years, in bank failure prediction studies and the assessment of bank creditworthiness and underperformance.