基于串联两阶段网络DEA模型的供应链规模收益分析

数据包络分析(DEA)是评价供应链系统(Supply chain system)间相对有效性的一种重要的工具,但是传统的DEA不考虑供应链的内部结构,对系统效率评价偏高;而本文所研究两阶段串联供应链系统,考虑把部分中间产品作为最终产品输出,增加额外中间投入的情形.基于所提出的供应链系统结构,本文建立相应的串联结构下的网络DEA模型,并针对所建立模型进行相关理论的研究,给出了串联结构下的生产可能集和规模收益情况判定方法.最后,进行数值实验,以验证我们提出的结论.     

两个DEA的逆问题的解法的探讨

文[1]提出了两个DEA的逆问题，并用搜索法来解．而本文根据所证的定理，对每个问题一般只要解二、三个线性规划问题就能得到答案．     

用DEA方法测算产出弹性

本文主要讨论并给出了把ＤＥＡ模型Ｃ２ＧＳ２用于测算产出的弧弹性的方法。     

Zero weights and non-zero slacks: Different solutions to the same problem

This paper re-assesses three independently developed approaches that are aimed at solving the problem of zero-weights or non-zero slacks in Data Envelopment Analysis (DEA). The methods are weights restricted, non-radial and extended facet DEA models. Weights restricted DEA models are dual to envelopment DEA models with restrictions on the dual variables (DEA weights) aimed at avoiding zero values for those weights; non-radial DEA models are envelopment models which avoid non-zero slacks in the input-output constraints. Finally, extended facet DEA models recognize that only projections on facets of full dimension correspond to well defined rates of substitution/transformation between all inputs/outputs which in turn correspond to non-zero weights in the multiplier version of the DEA model. We demonstrate how these methods are equivalent, not only in their aim but also in the solutions they yield. In addition, we show that the aforementioned methods modify the production frontier by extending existing facets or creating unobserved facets. Further we propose a new approach that uses weight restrictions to extend existing facets. This approach has some advantages in computational terms, because extended facet models normally make use of mixed integer programming models, which are computationally demanding.     

Characteristics and structures of weak efficient surfaces of production possibility sets

This paper studies the characteristics and structure of the weak surface of the production possibility set. We apply techniques and methods of transferring a polyhedral cone from its intersection form to its sum form, identify an intersection representation of the production possibility set. We give the structure theorem of weak surface of the production possibility set, which includes three complementary slackness conditions. We define the input weak efficiency and output weak efficiency for different DEA models according to the representation of the intersection form. It investigates the characteristics of the weak surfaces, and proves the structure theorems of input weak DEA efficiency and output weak DEA efficiency. The structure theorems establish weighted combination of inputs and outputs that are weak DEA efficient. Numerical examples are provided for illustration.     

Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

带有随机因素的逆DEA模型

本文讨论含有随机因素的逆 DEA模型 .逆 DEA模型解决的问题是 :对于某个决策单元 (DMU ) ,若增加其输入 ,在保持相对效率水平不变的情况下 ,估计 (预测 )输出应增加多少 .因此逆 DEA模型可用于短期预测问题 .带有随机因素的逆 DEA模型 ,是将该问题转化成机会约束的多目标规划问题 ,在某些特殊情况下 ,成为机会约束的线性规划问题 .     

Validating DEA as a ranking tool: An application of DEA to assess performance in higher education

There is a general interest in ranking schemes applied to complex entities described by multiple attributes. Published rankings for universities are in great demand but are also highly controversial. We compare two classification and ranking schemes involving universities; one from a published report, ‘Top American Research Universities’ by the University of Florida's TheCenter and the other using DEA. Both approaches use the same data and model. We compare the two methods and discover important equivalences. We conclude that the critical aspect in classification and ranking is the model. This suggests that DEA is a suitable tool for these types of studies.     

非合作博弈两阶段生产系统的效率评价——基于自由处置和管理处置的视角

为了识别被动适应环境和采取创新技术主动适应环境的生产系统的效率差异,基于主从非合作框架和决策者的期望需求,分别从自由处置和管理处置的视角建立了两阶段生产系统效率评价模型,应用模型对2017年中国24省市工业生产系统效率进行了分析。结果表明:两种环境适应策略下,中国24个省市工业生产的两个子系统的效率均值都较高,主要分布在中国东部。24省市在自由处置模式下的技术差距较小,管理处置模式下的技术差距较大。24省市技术创新的重点在于减少工业废水和工业废气的排放,但是对一般工业固体废物减量化的重视程度不足。各省市工业固体废物处理无效的根源包括固体废物减量化无效、固体废物再利用和固体废物处置同时无效,以及混合无效三种方式。     

基于三阶段SBM模型的中国节能服务上市企业效率研究

节能服务企业效率对于推动节能服务产业发展和确保国家“双碳”目标实现具有重要意义。运用三阶段SBM模型,对2020年60家中国节能服务上市企业的综合效率进行实证研究,并分析效率的影响因素。研究结果表明,经济发展水平对综合效率具有双重影响,合适的产业结构和较高的投入资本回报率有利于综合效率提升,而政府补贴与企业存续时间制约了综合效率改进;剔除环境因素与随机误差影响后,多数企业综合效率下降,整体效率偏低;提高规模效率是提升综合效率的关键,且绝大部分企业处于规模收益递增状态。研究最后提出创新补贴方式、建立企业认证制度、开展综合能源服务和推动企业间兼并重组等可行建议,以提升节能服务企业的综合效率。