جواد گرامی

جواد گرامی

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ترتیب بر اساس: جدیدترینپربازدیدترین

فیلترهای جستجو: فیلتری انتخاب نشده است.
نمایش ۱ تا ۴ مورد از کل ۴ مورد.
۱.

Modelling Robust Optimization in DEA With Ratio Data: A Case Study of Commercial Banks(مقاله علمی وزارت علوم)

نویسنده:
منبع: Advances in Mathematical Finance and Application, Volume ۹, Issue ۳, Summer ۲۰۲۴ 777 - 805

کلیدواژه‌ها: Data Envelopment Analysis Ratio Analysis Robust Optimization Common Set of Weights Uncertainty Banking

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تعداد بازدید : ۱۱۷ تعداد دانلود : ۱۰۳
In many practical problems, we face situations where the data ratio is important for the decision-maker (DM). Data envelopment analysis ratio-based (DEA-R) and ratio analysis models are presented to deal with the above issue in data envelopment analysis (DEA). If the data is uncertain, it is no longer possible to use the basic DEA-R and ratio analysis models to evaluate the efficiency of decision-making units (DMUs). In this paper, we will first discuss robust optimization modelling based on DEA-R models. In this regard, we consider a case where the inputs have an uncertain numerical value and the outputs have certain values. In the following, we present the ratio analysis model based on the set of common weights of all the ratios of input to output components and obtain this model for robust optimization. To show the validity of the proposed approach, we use it to evaluate the efficiency of 38 excellent banks that compete in the global market and compare the results of the proposed approach in this paper with the results of previous approaches.
۲.

Fixed Cost Allocation Based on DEA Cross Efficiency Considering Semi-Additive Production Technology: An Application to Bank Branches(مقاله علمی وزارت علوم)

نویسنده:
منبع: Advances in Mathematical Finance and Application, Volume ۹, Issue ۲, Spring ۲۰۲۴ 495 - 512

کلیدواژه‌ها: Semi-additive production technology Banking Data Envelopment Analysis Fixed cost allocation

حوزه‌های تخصصی:
تعداد بازدید : ۱۰۵ تعداد دانلود : ۹۷
In the real world, situations frequently occur when we want to allocate a fixed cost between a set of decision-making units (DMUs) such as institutions, organizations. In this paper, we use the data envelopment analysis (DEA) technique to allocate fixed costs among DMUs. First, we introduce semi-additive production technology in DEA and present efficiency evaluation models in this technology. In estimating the frontier of this technology, in addition to the observed DMUs, the set of all aggregations of these DMUs are also used. In the following, we propose an interactive process for fixed cost allocation between DMUs in DEA based on the concept of cross-efficiency. We show that our proposed iterative approach is always feasible, and ensures that all DMUs become efficient after the fixed cost is allocated as an additional input measure. The cross-efficiency scores corresponding to all DMUs are improved at each stage of the interactive process. We also illustrate the proposed approach with a numerical example. The proposed approaches are demonstrated using an application of the fixed cost allocation problem for branches of commercial banks. Finally, we bring the results of the research.
۳.

Applying Preferred Information of the Decision Maker with Production Trade-offs in the Process of Evaluating the Performance of Banks(مقاله علمی وزارت علوم)

نویسنده:
منبع: Journal of System Management, Volume ۱۱, Issue ۲, Spring ۲۰۲۵ 65-80

کلیدواژه‌ها: Data Envelopment Analysis Banking Two stage Preferred information production trade-offs

حوزه‌های تخصصی:
تعداد بازدید : ۸ تعداد دانلود : ۹
One of the methods to apply preferred information of the decision maker (DM) in the process of evaluating the efficiency of banks is the method of production trade-offs in data envelopment analysis (DEA). In this paper, we propose a two stage network DEA framework for incorporating value-judgments in the form of production trade-offs to analyze the efficiency of banks. We obtain technical and cost efficiency from banks based on bank manager's opinion. We use the production trade-off method to consider the importance of each of the inputs, intermediate measure and outputs relative to each other to evaluate the performance of commercial banks. We show that by changing the production trade-offs matrix, the technical and cost efficiency scores of banks also change. We propose efficient targets for inefficient banks. At the end, we bring the results of the paper.
۴.

Performance Evaluation of Different Districts of the Shiraz City Municipality Using DEA based on financial indicators(مقاله پژوهشی دانشگاه آزاد)

نویسنده:
منبع: Journal of Emerging Technologies in Accounting, Auditing and Finance,Vol. ۱, No ۳, Autumn ۲۰۲۳ 1 - 10

کلیدواژه‌ها: Data Envelopment Analysis efficiency Ranking Municipality

حوزه‌های تخصصی:
تعداد بازدید : ۷ تعداد دانلود : ۸
Objectives: The purpose of this research is to evaluate and rank the performance of various districts within the Shiraz municipality based on different financial criteria. Therefore, we evaluated the performance of 11 districts of Shiraz municipality in the second half of 2022. Design/methodology/approach: Efficiency values were obtained for the areas using different technologies, and a suitable model was provided for the ineffective areas. The evaluation of the districts was based on input variables such as the number of employees, the area (in square meters) of the district building, and deferred income, as well as output variables including sold bonds, tax income, service income, and construction income. Input and output values were determined by consulting the informatics department of each district. Results: Based on the results, optimal performance recommendations can be made to senior managers of the municipality. Innovation: The current research is focused on evaluating financial aspect of performance in various districts of Shiraz Municipality. The goal is to find a suitable model for ranking these areas. This research can provide researchers and managers with an innovative perspective that can be applied in both theory and practice.

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