基于改进DEA-FCA的信用评价方法

    Credit Evaluation Method Based on Modified DEA-FCA Model

    • 摘要: 针对传统信用评价方法不能有效处理定性指标和定量指标的难题,借鉴DEA交叉评价的思想,提出一种基于改进DEAFCA的信用评价方法。利用DEA计算出定量型评价指标下各决策单元的平均交叉效率值并模糊化,利用专家给出的隶属函数对定性指标进行数字化表征,根据权重向量对所有经过模糊化处理的指标进行总体的信用评价。实证研究表明,该方法有机地结合了DEA交叉评价与模糊综合评价方法,评价结果客观、可信度高。

       

      Abstract: As a traditional credit evaluation method cannot effectively process quantitative indicators and qualitative indicators simultaneously, a credit evaluation method is proposed by combining data envelopment analysis (DEA) and fuzzy comprehensive assessment (FCA). First, the average crossefficiency value of each decision-making unit for the quantitative indicators is calculated and fuzzified by DEA. Then, the qualitative indicators are digitized by the membership functions given by experts. Finally, all fuzzified indicators are used for overall credit evaluation based on the weight vector. Empirical results show that the proposed credit evaluation method is objective and reliable.

       

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