臺灣博碩士論文加值系統

我們評量台灣 31 家銀行的績效,收集了多項指標的數據,每個銀行輪流作為被評量的 主角( Bank o ),量測它與其他銀行之間的相對綜合績效值及虛擬差額值。透過一線性 規劃之極端差額 EGM 模型,評量時分別找出優於 Bank o 之最大的虛擬差額值,線性規 劃模型目標式為在不同銀行間所找出優於主角 Bank o 之優質者(稱此銀行為 Bank α )的 虛擬差額(虛擬投入扣除虛擬產出)使其最小化。則所找到之參考對象銀行 Bank α 將為主 角 Bank o 之改善目標。此外,進行改善時分別找出單一的最優者( Bank α )為基準進行 改善之動作。若改善能力受限制,則可剔除 Bank α ,以次優者為目標重新評量。以此 類推,至其改善能力能達成為標的。本篇研究將利用 EGM 模型進行分析,並針對 EGM 模型與差額型模型 GBM 進行更詳細的比較與說明。

We need to assess a set of bank with a bundle of inputs and outputs items. Each Bank o evaluates his performance against the peer banks. We establish a min-max linear programming model to identify all the banks that superior than Bank o . The objective
function of the model is minimizing the largest virtual gap (i.e. the virtual inputs minus virtual outputs) among those superior banks. If a bank has been identified has the largest virtual gap, it will be the improvement target of Bank o , name as Bank α . Our min-max
model identified multiple Banks that are the target points for gradual improvement step by step. Bank o may not have the capability to improve to as Bank α . We could select the next superior Bank be the Bank α , repeat the process until a proper target is identified. The improvement process consists of determining a sequence of targets so that they are easily achievable from the previous ones and considered as a detailed path from the initial situation to the final target.

摘要 I
ABSTRACT II
目錄 III
表目錄 IV
圖目錄 V
符號說明 VI
ㄧ、緒論 1
1.1簡介資料包絡分析法 1
1.2問題描述 3
二、文獻回顧 5
2.1 輻射型模型 5
2.2 差額型模型 6
2.2.1 SBM模型 7
2.2.2 DEA-GBM-bc (Gap Based Measurement) 8
2.2.3 Extreme Gap Measurement (EGM) 8
三、研究方法及數據驗證 11
3.1 研究流程 11
3.2 數據說明 11
3.3 EGM計算結果 11
3.3.1 EGM圖表說明 16
3.3.2 比較EGM and GBM 21
3.4 討論與分析 24
四、結論及未來發展 26
參考文獻 27

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劉復華. (2017b). 資料包絡分析法中以虛擬差額量測改善績效的固定規模報酬(待發表之技術報告). 國立交通大學工業工程與管理學系，新竹市.
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