基于DEA的信用担保运行效率求解方法  

Computational Methods for Credit Guarantee Operational Efficiency Based on DEA Model

作　　者：崔晓玲[1,2] 钟田丽[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110004 [2]辽宁石油化工大学经济管理学院,辽宁抚顺113001

出　　处：《运筹与管理》2010年第6期117-122,共6页Operations Research and Management Science

基　　金：辽宁省科技计划项目(2008401010);辽宁省社会科学规划基金资助项目(L09BJY016);教育部高等学校博士学科点专项基金资助项目(20090042110033)

摘　　要：针对基于DEA模型的Charnes-Cooper变换需引入阿基米德无穷小量这一主观因素影响效率评价结果,提出基于DEA模型的PSO效率评价方法。通过与Charnes-Cooper变换求解方法的实证比较,发现由于基于DEA的PSO效率评价方法对DEA模型直接求解,最大限度的避免主观因素的影响,使得投入产出指标的选择几乎不会影响信用担保运行效率的评价结果。从而使得效率评价结果更可靠、更符合客观实际。For archimedean infinitesimal as a subjective factor to affect evaluation result of efficiency based on Charnes-Cooper coversion of DEA model,PSO efficency method based on DEA model has been introduced.Through empirical comparison with Charnes-Cooper coversion,it is found that DEA-PSO efficiency method can avoid subjective factor＇s influence extremely and can net make the selection of input and output indexes affect the evaluation results of operational efficiency for credit guarantee because DEA model has been computated by PSO method directly.DEA-PSO method can make the efficiency evaluation results more reliable and more obuective.

关 键 词：信用担保 运行效率 粒子群优化算法 DEA模型 

分 类 号：F830.5[经济管理—金融学]