توسعه یک مدل تحلیل پوششی داده های شبکه ای پویا برای ارزیابی عملکرد بانک ها

نوع مقاله: مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری، دانشگاه تهران.

2 استاد، دانشگاه تهران.

3 دانشیار، دانشگاه آزاد اسلامی، واحد علوم تحقیقات.

4 دانشیار، دانشگاه آزاد اسلامی، واحد تهران شمال.

چکیده

تحلیل پوششی داده­ ها یک تکنیک ریاضی برای ارزیابی عملکرد واحدهای تصمیم­ گیرنده با ورودی­ ها و خروجی­ های مشابه است. مدل­ های سنتی DEA به ساختار داخلی واحدها توجه نمی ­کنند و دیدگاه جعبه سیاه دارند؛ بنابراین برای ارزیابی ساختارهای با بیش از یک مرحله، مدل­ های شبکه‌ای (NDEA) توسعه پیدا کردند؛ اما این مدل­ ها ایستا هستند و زمان را در ارزیابی لحاظ نمی­ کنند؛ از طرف دیگر مدل­ های پویا (DDEA) که جهت ارزیابی واحدها در طول زمان توسعه پیدا کردند، ساختار واحد را در هر دوره زمانی به‌صورت جعبه سیاه در نظر می­ گیرند. بسیاری از سازمان­ ها (ازجمله بانک ­ها) دارای فرایند چندمرحله ­ای هستند و فعالیت آن­ها یک فرایند ادامه ­دار در دوره ­های متوالی است و استفاده از مدل ­های شبکه ­ای و پویا به‌تنهایی برای ارزیابی آن­ها کافی نیست. در این پژوهش یک مدل DEA شبکه­ای پویا (DNDEA) توسعه داده می­ شود که هم‌زمان ساختار و زمان را در ارزیابی در نظر می­ گیرد و دو روش برای محاسبه کارایی معرفی می ­شود. پس از توسعه مدل از آن در یک مطالعه تجربی برای ارزیابی عملکرد چهارده بانک استفاده شد و کارایی هر مرحله، کارایی شبکه و کارایی شبکه­ ای پویا آن­ها محاسبه شد.

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