Genetic-Fuzzy Data Envelopment Analysis Model for Evaluating Financial Institutions Relative Productivity in a Fluctuating Economic Market

نویسندگان

1 Department of Computer Science, Faculty of Physical Sciences, University of Benin, Benin City. NIGERIA

2 Department of Computer Science, Faculty of Physical Sciences, University of Benin, Benin City. NIGERIA

3 Department of Computer Science, Faculty of Physical Sciences, University of Benin, Benin City. NIGERIA

doi
10.22059/jsciences.2019.69634
چکیده

This paper presents a Genetic Algorithm Fuzzy Data Envelopment Analysis (GA-FDEA) model that caters for optimal selecting of economic indicators for the measurement of relative productivity and performance of financial institutions. Imprecise or uncertain data of financial institutions due to varying monetary policies and market risk were retrieved from Nigeria Stock Exchange Commission and evaluated. It was observed that GA-FDEA provides better results than the conventional DEA. The findings provide economic barometers for ascertaining the viability of these institutions toward bringing the expected growth of these institutions and the nation at large.