Assessing Bank Efficiency and Performance with Operational Research and Artificial Intelligence Techniques: A Survey

European Journal of Operational Research, 2010, 204 (2), 189-198 (Revised Version)

66 Pages Posted: 28 Feb 2009 Last revised: 28 Sep 2012

See all articles by Meryem Duygun Fethi

Meryem Duygun Fethi

University Leicester School of Management

Fotios Pasiouras

GSCM-Montpellier Business School

Date Written: February 27, 2009

Abstract

This paper presents a comprehensive review of 179 studies which employ operational research (O.R.) and Artificial Intelligence (A.I.) techniques in the assessment of bank performance. We first discuss numerous applications of data envelopment analysis which is the most widely applied O.R. technique in the field. Then we discuss applications of other techniques such as neural networks, support vector machines, and multicriteria decision aid that have also been used in recent years, in bank failure prediction studies and the assessment of bank creditworthiness and underperformance.

Keywords: Artificial Intelligence, Banks, Data Envelopment Analysis, Operational Research, Literature review

JEL Classification: G21, C44

Suggested Citation

Fethi, Meryem Duygun and Pasiouras, Fotios, Assessing Bank Efficiency and Performance with Operational Research and Artificial Intelligence Techniques: A Survey (February 27, 2009). European Journal of Operational Research, 2010, 204 (2), 189-198 (Revised Version), Available at SSRN: https://ssrn.com/abstract=1350544 or http://dx.doi.org/10.2139/ssrn.1350544

Meryem Duygun Fethi (Contact Author)

University Leicester School of Management ( email )

University Leicester
School of Management
Leicester, LE1 7RH
United Kingdom

HOME PAGE: http://www.le.ac.uk/ulsm/academics/mfethi.html

Fotios Pasiouras

GSCM-Montpellier Business School ( email )

2300, Avenue des Moulins
Montpellier, 34185
France

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