tailieunhanh - Banks performance evaluation: A hybrid DEA-SVM- The case of U.S. agricultural banks

In this paper, we study the impact of the financial crisis while integrating DEA efficiency measures with Support Vector Machines (SVM). Moreover, to account for the heterogeneity effect in the efficiency measures, the gap statistical method of Tibshirani, et al., (2001) [Tibshirani, R., Walther, G., & Hastie, T. (2001). | Banks performance evaluation A hybrid DEA-SVM- The case of . agricultural banks Accounting 5 2019 107 120 Contents lists available at GrowingScience Accounting homepage ac Banks performance evaluation A hybrid DEA-SVM- The case of . agricultural banks Kekoura Sakouvoguia aNorth Dakota State University United States CHRONICLE ABSTRACT Article history Data Envelopment Analysis DEA is a well-known method used to measure the efficiency of Received August 3 2018 decision making units. In this paper we study the impact of the financial crisis while integrating Received in revised format DEA efficiency measures with Support Vector Machines SVM . Moreover to account for the August 11 2018 heterogeneity effect in the efficiency measures the gap statistical method of Tibshirani et al. Accepted September 7 2018 Available online 2001 Tibshirani R. Walther G. amp Hastie T. 2001 . Estimating the number of clusters in September 7 2018 a data set via the gap statistic. Journal of the Royal Statistical Society Series B Statistical Keywords Methodology 63 2 411-423. is applied in order to achieve the optimal number of cluster. Data envelopment analysis This study uses December quarterly panel data consisting of Farm Credit Agricultural Banks DEA data from 2005 to 2016. We find strong evidence that the efficiency measures were stationary Efficiency prior to the financial crisis 2005-2006 during the financial crisis 2007-2009 and post Bank financial crisis 2010-2016 . The results further show that the integrated DEA-SVM provide a SVM lower performance during 2007-2009. Furthermore the results show that the Agricultural banking sector was both efficient and stable over the period being analysed. 2019 by the authors licensee Growing Science Canada 1. Introduction In economic theory the efficient and effective utilization of resources are the main objectives of every bank. The study of bank efficiency has shown to be important during the recent .