Neurotic Fuzzy-Data-Envelopment Analysis to Forecast Efficiency of Bank Branches

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Cakar T., Koker R., Narin M. A.

TEM Journal, vol.10, no.4, pp.1751-1760, 2021 (ESCI) identifier

  • Publication Type: Article / Article
  • Volume: 10 Issue: 4
  • Publication Date: 2021
  • Doi Number: 10.18421/tem104-36
  • Journal Name: TEM Journal
  • Journal Indexes: Emerging Sources Citation Index (ESCI), Scopus, Academic Search Premier, Central & Eastern European Academic Source (CEEAS), Directory of Open Access Journals
  • Page Numbers: pp.1751-1760
  • Keywords: Artificial neural networks, Forecasting, Fuzzy data envelopment analysis
  • Istanbul Gelisim University Affiliated: Yes

Abstract

© 2021. Tarık Cakar, Raşit Koker & Muhammed Ali Narin; published by UIKTEN. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivs 4.0 License.In this study the prediction of efficiency of four different Bank Branches have been done by using Neurotic Fuzzy Data Envelopment Analysis approach. In the first stage of the study, Artificial Neural Network (ANN) model has been modelled and trained using the last five years data. The data belonging any year has been taken as input of ANN, next year data has been defined as output of ANN. Fuzzyfication process has been applied to obtained predictions based on asking managers of bank branches, after Fuzzy Data Envelopment Analysis process has been applied to fuzzy values. As a result, the bank branches parameters belonging to 2021 year have been obtained. The efficiency of 2021 for bank branches have been calculated based on Fuzzy Data Envelopment Analysis (FDEA).