[HTML][HTML] Operational research and artificial intelligence methods in banking

M Doumpos, C Zopounidis, D Gounopoulos… - European Journal of …, 2023 - Elsevier
Banking is a popular topic for empirical and methodological research that applies
operational research (OR) and artificial intelligence (AI) methods. This article provides a …

Two-stage DEA in banks: Terminological controversies and future directions

IC Henriques, VA Sobreiro, H Kimura… - Expert Systems with …, 2020 - Elsevier
Given the importance that two-stage Data Envelopment Analysis (DEA) models have
attained in recent years, this paper presents a systematic review of the literature on the topic …

[HTML][HTML] A survey and analysis of the first 40 years of scholarly literature in DEA: 1978–2016

A Emrouznejad, G Yang - Socio-economic planning sciences, 2018 - Elsevier
In recent years there has been an exponential growth in the number of publications related
to theory and applications of Data Envelopment Analysis (DEA). Charnes, Cooper, and …

The evaluation of efficiency and value addition of IFRS endorsement towards earnings timeliness disclosure

M Mohsin, M Nurunnabi, J Zhang, H Sun… - … Journal of Finance & …, 2021 - Wiley Online Library
Measurement of accounting information under International Financial Reporting Standards
(IFRS) plays an important role in the determination of earnings timeliness information and …

The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries

M Bitar, K Pukthuanthong, T Walker - Journal of international financial …, 2018 - Elsevier
Using a sample of 1992 banks from 39 OECD countries during the 1999–2013 period, we
examine whether the imposition of higher capital ratios is effective in reducing risk and …

Islamic bank efficiency compared to conventional banks during the global crisis in the GCC region

F Alqahtani, DG Mayes, K Brown - Journal of International Financial …, 2017 - Elsevier
The efficiency of Islamic and conventional banks in the GCC region is investigated using
DEA and SFA before, during and after the global financial crisis (GFC). Results suggest that …

Bank risk and performance in the MENA region: The importance of capital requirements

M Bitar, W Saad, M Benlemlih - Economic Systems, 2016 - Elsevier
This paper benefits from various risk-and non-risk-based regulatory capital ratios and
examines their impact on bank risk and performance in the Middle East and North Africa …

Assessing productive efficiency of banks using integrated Fuzzy-DEA and bootstrapping: A case of Mozambican banks

P Wanke, CP Barros, A Emrouznejad - European Journal of operational …, 2016 - Elsevier
Performance analysis has become a vital part of the management practices in the banking
industry. There are numerous applications using DEA models to estimate efficiency in …

Overall efficiency of operational process with undesirable outputs containing both series and parallel processes: A SBM network DEA model

X Shi, A Emrouznejad, W Yu - Expert Systems with Applications, 2021 - Elsevier
This paper proposes a new slacks-based measure network data envelopment analysis
(SBM-NDEA) model with undesirable outputs to evaluate the performance of production …

The effects of loan portfolio concentration on Brazilian banks' return and risk

BM Tabak, DM Fazio, DO Cajueiro - Journal of Banking & Finance, 2011 - Elsevier
This paper tests whether diversification of the credit portfolio at the bank level leads to better
performance and lower risk. We employ a new high frequency (monthly) panel data for the …