Uncertain Negative Data in DEA: An Application of Banking in Malaysia

DOI

10.2991/978-94-6463-014-5_18How to use a DOI?

Keywords

Data envelopment analysis (DEA); Mathematical programming; Robust optimization; Uncertainty; Negative data

Abstract

DEA models and their applicability is heavily depended on the type of data that has been used for efficiency assessment. Conventional DEA models assume the all the involved data in the efficiency evaluation are non-negative, which in many cases seems unrealistic specially when the profit or the rate of growth are involved in the evaluation of organizations. Moreover, the perturbation in data is unavoidable in real-world applications and negative data also might be affected by error. In this paper we propose a robust DEA model to handle uncertain negative data that guarantees the robustness of solution against the uncertainty in data. The proposed robust DEA model is constructed under a box-ellipsoidal uncertainty set and an application of banking in Malaysia is presented to validate the applicability of proposed model and evaluate the effect of uncertainty in efficiency assessment and ranking of 30 banks in Malaysia. The result shows that our proposed model provides a better and more discriminative ranking of banks.

Copyright

© 2023 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Rokhsaneh Yousef Zehi
AU  - Noor Saifurina Nana Khurizan
PY  - 2022
DA  - 2022/12/12
TI  - Uncertain Negative Data in DEA: An Application of Banking in Malaysia
BT  - Proceedings of the International Conference on Mathematical Sciences and Statistics 2022 (ICMSS 2022)
PB  - Atlantis Press
SP  - 182
EP  - 194
SN  - 2352-538X
UR  - https://doi.org/10.2991/978-94-6463-014-5_18
DO  - 10.2991/978-94-6463-014-5_18
ID  - Zehi2022
ER  -