Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing maps
In the research, bank patterns analysis is held on the basis of Kohonen self-organizing maps with the aim to determine further directions of bank strategies development under the influence of crisis events in Ukraine’s economy. For model practical approval, the sample of 32 banks was formed, which p...
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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2016-12-01
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| Series: | Banks and Bank Systems |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8081/BBS_en_2016_04cont_Kozmenko.pdf |
| _version_ | 1811268354135031808 |
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| author | Serhiy Kozmenko Inna Shkolnyk Alina Bukhtiarova |
| author_facet | Serhiy Kozmenko Inna Shkolnyk Alina Bukhtiarova |
| author_sort | Serhiy Kozmenko |
| collection | DOAJ |
| description | In the research, bank patterns analysis is held on the basis of Kohonen self-organizing maps with the aim to determine further directions of bank strategies development under the influence of crisis events in Ukraine’s economy. For model practical approval, the sample of 32 banks was formed, which presents four groups of banks according to the classification determined by the National Bank of Ukraine. While constructing model, 15 indexes were used that characterize bank’s functioning efficiency. As a result of research, cluster ranking was constructed, the groups (powerful banks, stable, problem banks and banks that are in the crisis state and bankrupt state) were formed and the trajectory of bank evolution as a patterns unity, each of which characterizes the activity of bank on a definite moment of time. It gives possibility for the government regulation authority – central bank to take decisions according to the appropriateness use of regulation instruments of separate bank with the aim of saving stable banking system state in a whole, and for the clients – to evaluate bank’s reliability.
Keywords: banks, banking system, economic modeling, Harrington desirability function, cluster analysis, self-organizing map, pattern of bank. JEL Classifications: G17, G21, G33 |
| first_indexed | 2024-04-12T21:21:23Z |
| format | Article |
| id | doaj.art-56a7563f38064e9e856f820d3ce49cbf |
| institution | Directory Open Access Journal |
| issn | 1816-7403 1991-7074 |
| language | English |
| last_indexed | 2024-04-12T21:21:23Z |
| publishDate | 2016-12-01 |
| publisher | LLC "CPC "Business Perspectives" |
| record_format | Article |
| series | Banks and Bank Systems |
| spelling | doaj.art-56a7563f38064e9e856f820d3ce49cbf2022-12-22T03:16:18ZengLLC "CPC "Business Perspectives"Banks and Bank Systems1816-74031991-70742016-12-0111417919210.21511/bbs.11(4-1).2016.098081Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing mapsSerhiy Kozmenko0Inna Shkolnyk1Alina Bukhtiarova2Professor, Department of Banking, Kharkiv National University of EconomicsDoctor of Economics, Professor, Head of the Department of Finance, Banking and Insurance, Sumy State UniversityPh.D. in Economics, Senior Instructor of the Department of Finance, Banking and Insurance, Sumy State UniversityIn the research, bank patterns analysis is held on the basis of Kohonen self-organizing maps with the aim to determine further directions of bank strategies development under the influence of crisis events in Ukraine’s economy. For model practical approval, the sample of 32 banks was formed, which presents four groups of banks according to the classification determined by the National Bank of Ukraine. While constructing model, 15 indexes were used that characterize bank’s functioning efficiency. As a result of research, cluster ranking was constructed, the groups (powerful banks, stable, problem banks and banks that are in the crisis state and bankrupt state) were formed and the trajectory of bank evolution as a patterns unity, each of which characterizes the activity of bank on a definite moment of time. It gives possibility for the government regulation authority – central bank to take decisions according to the appropriateness use of regulation instruments of separate bank with the aim of saving stable banking system state in a whole, and for the clients – to evaluate bank’s reliability. Keywords: banks, banking system, economic modeling, Harrington desirability function, cluster analysis, self-organizing map, pattern of bank. JEL Classifications: G17, G21, G33https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8081/BBS_en_2016_04cont_Kozmenko.pdf |
| spellingShingle | Serhiy Kozmenko Inna Shkolnyk Alina Bukhtiarova Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing maps Banks and Bank Systems |
| title | Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing maps |
| title_full | Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing maps |
| title_fullStr | Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing maps |
| title_full_unstemmed | Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing maps |
| title_short | Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing maps |
| title_sort | dynamics patterns of banks evaluations on the basis of kohonen self organizing maps |
| url | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8081/BBS_en_2016_04cont_Kozmenko.pdf |
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