Assessing Bank Performance with Operational Research and Artificial Intelligence Techniques: A Survey

Abstract

This paper presents a comprehensive review of 179 studies which employ operational research (O.R.) and Artificial Intelligence (A.I.) techniques in the assessment of bank performance. We first discuss numerous applications of data envelopment analysis which is the most widely applied O.R. technique in the field. Then we discuss applications of other techniques such as neural networks, support vector machines, and multicriteria decision aid that have also been used in recent years, in bank failure prediction studies and the assessment of bank creditworthiness and underperformance.