Title :
Bank efficiency assessment using a hybrid approach of random forests and data envelopment analysis
Author :
Imad Bou Hamad;Abdel Latef Anouze
Author_Institution :
Business Information and Decision Systems, Olayan School of Business, American University of Beirut, Beirut, Lebanon
Abstract :
This study introduces a three-stage integrated framework consisting of data envelopment analysis (DEA), random forest, and logistic regression to examine and predict the impact of environmental variables on banks´ performance. This framework identified five important environmental variables and their effects on bank performance when applied to 151 banks in Middle East and North African (MENA) countries over the period 2008-2010.
Keywords :
"Vegetation","Radio frequency","Banking","Accuracy","Data envelopment analysis","Logistics","Standards"
Conference_Titel :
Digital Information Processing and Communications (ICDIPC), 2015 Fifth International Conference on
DOI :
10.1109/ICDIPC.2015.7323026
