SCIS & ISIS
SCIS & ISIS 2008
Session ID : FR-F3-1
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A Fuzzy DEA Model and Its Application to Bank Efficiency Evaluation
*Yoshiki UemuraKosuke KatoMasatoshi Sakawa
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Abstract
In a business, it is an important task to evaluate efficiency between each branches or each industries. In evaluation of efficiency, DEA (Data Envelopment Analysis) has been proposed. In particular, CCR Model and BCC Model are frequently used. However it may cause confusion owing to differences in method of evaluation. First, we introduce a notion of fuzzy production possibility area and crisp production possibility area. Then, we construct a fuzzy goal from each evaluation. We also fuse CCR Model and BCC Model and then construct a fuzzy DEA model. Furthermore, we apply the proposed fuzzy DEA model to the problem of major banks. Then, we are going to show its effectiveness and usefulness.
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© 2008 Japan Society for Fuzzy Theory and Intelligent Informatics
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