Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic Market
This paper presents a Genetic Algorithm Fuzzy Data Envelopment Analysis (GA-FDEA) model that caters for optimal selecting of economic indicators for the measurement of relative productivity and performance of financial institutions. Imprecise or uncertain data of financial institutions due to varyin...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Tehran
2019-01-01
|
| Series: | Journal of Sciences, Islamic Republic of Iran |
| Subjects: | |
| Online Access: | https://jsciences.ut.ac.ir/article_69634_a0b5de6443e93acf740bd638decb7dbc.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1849310010401619968 |
|---|---|
| author | Veronica Osubor Francis Imouokhome Joy Okoh |
| author_facet | Veronica Osubor Francis Imouokhome Joy Okoh |
| author_sort | Veronica Osubor |
| collection | DOAJ |
| description | This paper presents a Genetic Algorithm Fuzzy Data Envelopment Analysis (GA-FDEA) model that caters for optimal selecting of economic indicators for the measurement of relative productivity and performance of financial institutions. Imprecise or uncertain data of financial institutions due to varying monetary policies and market risk were retrieved from Nigeria Stock Exchange Commission and evaluated. It was observed that GA-FDEA provides better results than the conventional DEA. The findings provide economic barometers for ascertaining the viability of these institutions toward bringing the expected growth of these institutions and the nation at large. |
| format | Article |
| id | doaj-art-0a567726fc624a268803b1eefd44641c |
| institution | Kabale University |
| issn | 1016-1104 2345-6914 |
| language | English |
| publishDate | 2019-01-01 |
| publisher | University of Tehran |
| record_format | Article |
| series | Journal of Sciences, Islamic Republic of Iran |
| spelling | doaj-art-0a567726fc624a268803b1eefd44641c2025-08-20T03:53:52ZengUniversity of TehranJournal of Sciences, Islamic Republic of Iran1016-11042345-69142019-01-01301778610.22059/jsciences.2019.6963469634Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic MarketVeronica Osubor0Francis Imouokhome1Joy Okoh2Department of Computer Science, Faculty of Physical Sciences, University of Benin, Benin City. NIGERIADepartment of Computer Science, Faculty of Physical Sciences, University of Benin, Benin City. NIGERIADepartment of Computer Science, Faculty of Physical Sciences, University of Benin, Benin City. NIGERIAThis paper presents a Genetic Algorithm Fuzzy Data Envelopment Analysis (GA-FDEA) model that caters for optimal selecting of economic indicators for the measurement of relative productivity and performance of financial institutions. Imprecise or uncertain data of financial institutions due to varying monetary policies and market risk were retrieved from Nigeria Stock Exchange Commission and evaluated. It was observed that GA-FDEA provides better results than the conventional DEA. The findings provide economic barometers for ascertaining the viability of these institutions toward bringing the expected growth of these institutions and the nation at large.https://jsciences.ut.ac.ir/article_69634_a0b5de6443e93acf740bd638decb7dbc.pdffuzzydata envelopment analysisfinancegenetic algorithm |
| spellingShingle | Veronica Osubor Francis Imouokhome Joy Okoh Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic Market Journal of Sciences, Islamic Republic of Iran fuzzy data envelopment analysis finance genetic algorithm |
| title | Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic Market |
| title_full | Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic Market |
| title_fullStr | Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic Market |
| title_full_unstemmed | Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic Market |
| title_short | Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic Market |
| title_sort | genetic fuzzy data envelopment analysis model for evaluating financial institutions relative productivity in a fluctuating economic market |
| topic | fuzzy data envelopment analysis finance genetic algorithm |
| url | https://jsciences.ut.ac.ir/article_69634_a0b5de6443e93acf740bd638decb7dbc.pdf |
| work_keys_str_mv | AT veronicaosubor geneticfuzzydataenvelopmentanalysismodelforevaluatingfinancialinstitutionsrelativeproductivityinafluctuatingeconomicmarket AT francisimouokhome geneticfuzzydataenvelopmentanalysismodelforevaluatingfinancialinstitutionsrelativeproductivityinafluctuatingeconomicmarket AT joyokoh geneticfuzzydataenvelopmentanalysismodelforevaluatingfinancialinstitutionsrelativeproductivityinafluctuatingeconomicmarket |