Banks Evaluation Based On Weighted Dynamic Network SBM-DEA Model

Dynamic network data envelopment analysis method usually objectively evaluates the relative efficiency of decision making units for bank efficiency evaluation,so that can't reflect the evaluator's subjective attitude.But in fact,with the change of external environment condition,the evaluator' s subjective attitude is always changing;Secondly,the existing number of variables is usually even large than the number of decision making units.If continue to use the original dynamic network data envelopment analysis method to evaluate the efficiency,resolution will be significantly decreased;in addition,as for weight assignment of individual period,the original method such as the subjective given method and efficiency ratio method,can't provide reasonable explanation theory;finally,limited by the number of the decision making units,the evaluation results obtained by the original dynamic network data envelopment analysis method are high and even the majority of decision making units are effective.In order to reflect the evaluator's subjective attitude,put forward the concept of "transition period" and then introduced attitude parameters and most likely value formula;in order to increase the model resolution,combined with the group decision theory,constructed a dynamic weighted network data envelopment analysis method;in order to determine the weight sub period,determined the weights of the individual period based on the method the exponential decay model.First,constructed an array of interval data based on the original data and figured out the value of transit periods according to the possible values of formulas;secondly,start from the first sub period and took the adjacent 2 or 3 periods as a group of variables.Then solved the model and could get the corresponding efficiency evaluation value as the evaluation values of each evaluator;then,constructed a weighted dynamic network data envelopment analysis based on group decision.;finally,using the proposed evaluation method to evaluate the efficiency of Chinese 16 listed banks from 2007 to 2014.The results show that the difference of the efficiency gained by the proposed method is more obvious than the original model and the ranking result is more accurate and more reasonable,so the resolution of the proposed model did not decline.In addition,when the attitude parameter changes,efficiency evaluation value will change accordingly.It can be confirmed that the proposed method can reflect the evaluator's subjective attitude.When the attenuation coefficient changes,the efficiency of the evaluation of value will also change,which leads to the ranking results change.Through the change of the relative position,we can know whether the decision unit is improved.