[01] Lam Weng Siew, Department of Physical and Mathematical Science, Faculty of Science, Universiti Tunku Abdul Rahman, Kampar Campus, Kampar, Perak, Malaysia; Centre for Mathematical Sciences, Universiti Tunku Abdul Rahman, Kampar Campus, Kampar, Perak, Malaysia ; Centre for Business and Management, Universiti Tunku Abdul Rahman, Kampar Campus, Kampar, Perak, Malaysia. [02] Liew Kah Fai, Department of Physical and Mathematical Science, Faculty of Science, Universiti Tunku Abdul Rahman, Kampar Campus, Kampar, Perak, Malaysia; Centre for Mathematical Sciences, Universiti Tunku Abdul Rahman, Kampar Campus, Kampar, Perak, Malaysia. [03] Lam Weng Hoe, Department of Physical and Mathematical Science, Faculty of Science, Universiti Tunku Abdul Rahman, Kampar Campus, Kampar, Perak, Malaysia; Centre for Mathematical Sciences, Universiti Tunku Abdul Rahman, Kampar Campus, Kampar, Perak, Malaysia ; Centre for Business and Management, Universiti Tunku Abdul Rahman, Kampar Campus, Kampar, Perak, Malaysia.

Efficiency is one of the most important criteria in today’s globalised and competitive world. Efficiency describes how well the companies can generate their outputs from the resources available. The objective of this paper is to evaluate and compare the efficiency of the companies from the financial sector in Malaysia with Data Envelopment Analysis (DEA) model. In DEA model, the efficiency of the companies is measured as the ratio of sum-weighted outputs to sum-weighted inputs. In this study, the data consists of the companies from the financial sector in Malaysia from year 2010 until 2015. The results of this study show that AEONCR, ALLIANZ, APEX, BURSA, LPI, MANULFE, OSK, PBBANK and TA are classified as efficient companies. This implies that these companies are in optimal control of their inputs or resources to generate maximum outputs. This study is significant because it helps to identify the efficient companies from the financial sector in Malaysia based on multiple inputs and outputs by using DEA model.

Efficiency, Linear Programming Model, Optimal Control, LINGO

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