Bank Efficiency in MENA Countries: A Hybrid Approach of Random Forests and Data Envelopment Analysis

Project description

This study introduces a three-stage integrated framework consisting of data envelopment analysis (DEA), random forest, and logistic regression to examine and predict the impact of environmental variables on banks' performance. This framework identified five important environmental variables and their effects on bank performance when applied to 151 banks in Middle East and North African (MENA) countries over the period 2008-2010.

Researchers

First name Last name Gender Rank Affiliated Institution Country
Imad Bou Hamad Male American University of Beirut Lebanon

Bio: Dr. Bou-Hamad is an Associate Professor of Statistics & Data Analytics at the Olayan School of Business, American University of Beirut. He received a PhD in Business Administration (Management Sciences) from HEC Montréal in 2009. Prior to that, he received a Master's degree in Statistics from Université de Montréal where he was on the Dean's List. During his graduate studies, he worked as lecturer and teaching assistant for different courses in Statistics at Université de Montréal and HEC Montréal. In addition, he worked as a Senior Credit Risk Analyst at National Bank of Canada. His research interests include data mining, predictive analytics and their applications to a wide variety of complex real-world problems, applied statistics for the social and behavioral sciences, industrial applications, performance measurement, and statistical consulting.

Website

 

Scientific field

Business & Public administration
 

Start Year

2013
 

End Year

2014
 

Social impact

Are you interested in disseminating your research work outside the academic institutions?

No

Are there institutions/organizations contacted you to disseminate your research project?

No

How did you disseminate your research work outside academic institutions?

What obstacles have you faced as you tried to facilitate the social impact of your research?