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JOURNALS // Matematicheskaya Teoriya Igr i Ee Prilozheniya // Archive

Mat. Teor. Igr Pril., 2019 Volume 11, Issue 4, Pages 24–43 (Mi mgta247)

Two-factor DEA modeling and clustarization of homogeneous firms

Vladimir M. Burea, Elena M. Parilinaabc, Kseniya Yu. Staroverovaa

a Saint Petersburg State University
b Institute of Applied Mathematics of Shandong
c School of Mathematics and Statistics, Qingdao University

Abstract: The paper presents a clasterization model for homogeneous firms using effectiveness of their activities over a certain time period. The firm efficiency is investigated by the DEA (Data envelopment analysis) methodology, which is based on solving optimization problems and allows to compare firms taking into account many factors of their activities. At the second step of the analysis, the time series of estimators of firm effectiveness obtained as a result of DEA modeling are used to cluster firms and find stable partitions of the set of firms.

Keywords: DEA modeling, time series clustarization, analysis of firm efficiencies.

UDC: 519.834
BBK: 22.18

Received: 29.03.2019
Revised: 16.07.2019
Accepted: 30.07.2019


 English version:
Automation and Remote Control, 2021, 82:5, 877–888


© Steklov Math. Inst. of RAS, 2024