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Ιδρυματικό Αποθετήριο [SANDBOX]
Πολυτεχνείο Κρήτης
Πολυτεχνείο Κρήτης
EN
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EL
| URI: | http://purl.tuc.gr/dl/dias/AE010606-783E-49F4-8CD0-DD6D09BD134E | ||
| Έτος | 2010 | ||
| Τύπος | Δημοσίευση σε Περιοδικό με Κριτές | ||
| Άδεια Χρήσης |
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| Βιβλιογραφική Αναφορά | Fethi MD, Pasiouras F., "Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey", European Journal of Operational Research, vol.204, no. 2, pp. 189-198, Jul. 2010. doi: 10.1016/j.ejor.2009.08.003 https://doi.org/10.1016/j.ejor.2009.08.003 | ||
| Εμφανίζεται στις Συλλογές |
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.
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