Data envelopment analysis and data mining to efficiency estimation and evaluation

Abdel Latef M. Anouze and Imad Bou-Hamad

International Journal of Islamic and Middle Eastern Finance and Management, 2019, vol. 12, issue 2, 169-190

Abstract: Purpose - This paper aims to assess the application of seven statistical and data mining techniques to second-stage data envelopment analysis (DEA) for bank performance. Design/methodology/approach - Different statistical and data mining techniques are used to second-stage DEA for bank performance as a part of an attempt to produce a powerful model for bank performance with effective predictive ability. The projected data mining tools are classification and regression trees (CART), conditional inference trees (CIT), random forest based on CART and CIT, bagging, artificial neural networks and their statistical counterpart, logistic regression. Findings - The results showed that random forests and bagging outperform other methods in terms of predictive power. Originality/value - This is the first study to assess the impact of environmental factors on banking performance in Middle East and North Africa countries.

Keywords: Bank performance; Data envelopment analysis; MENA countries; Data mining tools (search for similar items in EconPapers)
Date: 2019
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (text/html)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eme:imefmp:imefm-11-2017-0302

DOI: 10.1108/IMEFM-11-2017-0302

Access Statistics for this article

International Journal of Islamic and Middle Eastern Finance and Management is currently edited by Prof M. Kabir Hassan

More articles in International Journal of Islamic and Middle Eastern Finance and Management from Emerald Group Publishing Limited
Bibliographic data for series maintained by Emerald Support ().