تحلیل پوششی داده های شبکه ای پنجره ای: کاربرد در شرکت های سرمایه گذاری
Subject Areas : International Journal of Industrial Mathematics
1 - Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran.
2 - Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran.
Keywords: کارایی پویا, تحلیل پنجره ای, شرکت سرمایه گذاری, ساختار دو مرحله ای, تحلیل پوششی داده های شبکه ای,
Abstract :
تحلیل پوششی داده های شبکه ای یکی از مهم ترین شاخه های تحلیل پوششی داده ها می باشد که به منظور سنجش عملکرد واحدهای تصمیم گیرنده با ساختار داخلی یا شبکه به کار گرفته می شود. در این مطالعه، مدل تحلیل پوششی داده های شبکه ای پنجره ای ارائه می شود که می تواند در حضور داده های پانل مورد استفاده قرار گیرد. علاوه بر این ، مدل پیشنهادی برای ارزیابی کارایی پویای 5 شرکت سرمایه گذاری در بورس اوراق بهادار تهران در بازه زمانی 2013 تا 2017 استفاده شده است. نتایج تجربی نشان می دهد که مدل پیشنهادی تحلیل پوششی داده های شبکه ای پنجره ای مؤثر است و استفاده از این مدل ، قابلیت اطمینان نتایج را افزایش می دهد.
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