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: : :M98U0203 981223

??:??????????????????????????????????? . ??:???<2007???> ??:??????????????????. ????:??????? . ????. ?????????????????????????????????????????????????????????;?????????????????? ???:?????????????????????? ????. ??. ??????????????????,??????????,???????????????????

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: : :M98U0203 981223

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    1. ????:??? ? ?:??? ? ?:M98U0203 ????98?12?23? ?????? ??????

    2. ??:??????????????????????????????????? ??:???<2007???> ??:??????????????????

    3. ?????????????????????????????????????????????????????????;?????????????????? ???:?????????????????????? ???? ??

    4. ??????????????????,??????????,??????????????????????????????????????,??????????????????????????????????,????????????????,???????????????????????????? ???????????

    5. 1.1 ???? ?????????????????????????????????,?????????????????????????????????????????,??????????????,????????

    6. 1.2 ????-???? ??????????????????????????????? ??????????,??????????????? ???????????????? ??????????????????????

    7. 1.2 ????-???? ??????????????????????????????????,????????????

    8. 2.1 DEA-DA?? Retzlaff-Roberts(1996)??DEA-DA(DEA-Discriminant Analysis)??????????,??????????????????,??????????????????????

    9. 2.1 DEA-DA?? ??????G1?G2,??????n???,???m?????????????????Zij???j?????i???????,? ???????,??i??i???????

    10. ??DEA-DA?? ???????????????????????????????????????????,??????????????,???????????????????

    11. 2.2 ????? ???????????,?Berkson(1944)??? i=1,2..,n ?? ???k ???????, ????, ????, ??????? ????=

    12. 3.1 ???? ??????? ????DEA-DA?????????,??????????????? ???????????????????,????????

    13. 3.2 ?????? ??DEA???????????,???DMU?????,DEA?????????????????,????DEA???????????DMU,???DMU??????????????,???????????????????????????????????????????????DEA-DA??????,??????????????????

    14. 3.2 ?????? ??????????????(??????????0,????1),?????????????(dummy variables)????????????????????????????,?????????????????

    15. 4.1 ????-???? 16?????,15???????1?????????,?32???? ?2001??2005????(?3438?,??????3213????225?)????????,??2006????(?125?,??????94????31?)???????????????

    16. 4.2 ????-??1 ??????????????:???????????????????????????,?3143??????????225?????????50???,??????????????DEA-DA?

    17. 4.2 ????-??2 ?????

    18. 4.2 ????-??3 ????????,?????????????2001??2005????????????????DEA-DA???????,???????????????????????????,????????58.99%,????1????????????????????????????

    19. 4.2 ????-??4 ???????????

    20. 4.3 ????????????

    21. 4.3 ????????????

    22. 4.4 ????

    23. 4.5 ??

    24. ??

    25. ????DEA-DA?? Retzlaff-Roberts(1996)??DEA-DA(Discriminant Analysis,????)Sueyoshi (1999) ??????????????DEA-DA?????,???DEA?????????,??????Sueyoshi ?2004???????????????????DEA-DA(MIP Extended DEA-DA),??????????????????,??Sueyoshi?????Extended DEA-DA???,??????????????????????????????, ?????????????????

    26. (Classification and overlap identification, COI),??????????,???????????(Handling overlap, HO),????????????????????????,??????????????????????????,????????,???????????????????????????,?????????????????????,??DA???????????????????????????????

    27. ?????,???????????????,????????????????,????????????????? DEA-DA??????????????????????????,???????????????????

    28. [1] ???,???????????????:? BankWatch ???????????,??????????????????,2000? [2] ???,????????????-???????????,???????????????????,2004? [3] ???,???,?Logistic????-??????,?????,???? [4] ???, ??????????????????????,???????????????,2004? [5] ???,????????????????-???????????,?????????????????,2007? [6] ???,????????????????,?????????????????,2006? [7] ??,???,Sueyoshi,???????-??????,????????? [8] ????IRB?? (2004), ?????????????????????, ??????????,24, 10-14? [9] ???,?????????????????????,??????????????????,2002? [10] ???,????????????????????,?????????????????,2005? [11] ???,????????????????,????????????,2005? [12] ???,??????????????????????????,?????????????????,2007? [13] ???,?????????????,???????????????,2004? [14] ???,????????????-????????????,???????????????,2006? [15] ????????,?2007????????,??:http://www.moeasmea.gov.tw[16] ????,??????,??????????,2005? [16] ????,??????,??????????,2005? [17] Baesens B., Gestel T., Viaene S., Stepanova M., Suykens J. andVanthienen J., Benchmarking state-of-the-art classificationalgorithms for credit scoring, Journal of the Operational ResearchSociety, Vol.54, pp.627635,2003. ????

    29. [18] Emel, A. B., Oral, M., Reisman, A., and Reha, Y., A Credit ScoringApproach for the Commercial Banking Sector, Socio-EconomicPlanning Sciences, Vol.37, No.2, pp.103-123, 2003. [19] Guyon, I., and Elisseeff, A., An Introduction to Variable and FeatureSelection, Journal of Machine Learning Research 3, pp. 1157-1182,2003. [20] Kim, J., Ramaswamy, K. and Sundaresan, S., Does Default Risk inCoupons Affect the Valuation of Corporate Bonds - A ContingentClaims Model, Financial Management, 22, pp. 117-131, 1993. [21] Ong. M. K. (Ed.)., Credit ratings :methodologies, rationale anddefault risk. p.391-411. London :Risk Waters Group, 2002. [22] Paradi, J., Asmild, M. and Simak, P., Using DEA and Worst PracticeDEA in Credit Risk Evaluation, Journal of Productivity Analysis,Vol.21 No.2, pp. 153-165, 2004. [23] Retzlaff-Roberts, D. L., Relating Discriminate Analysis and DEA toOne Another, Computers and Operations Research, Vol. 23,pp.311-322, 1996. [24] Sueyoshi T., Mixed integer programming approach of extendedDEA-discriminant analysis, European Journal of OperationalResearch, 152, 45-55, 2004. [25] Sueyoshi T., DEA-discriminant analysis: Methodologicalcomparison among eight discriminant analysis approach, EuropeanJournal of Operational Research, 169, 247-272, 2006.

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