文章基本信息

标题：Dynamics patterns of banks evaluations on the basis of Kohonen self-organizing maps
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作者：Serhiy Kozmenko ; Inna Shkolnyk ; Alina Bukhtiarova 等
期刊名称：Banks and Bank Systems
印刷版ISSN：1816-7403
电子版ISSN：1991-7074
出版年度：2016
卷号：11
期号：4
页码：179-192
DOI：10.21511/bbs.11(4-1).2016.09
语种：English
出版社：LLC "CPC "Business Perspectives"
摘要：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 classifica tion 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.
关键词：banks;banking system;economic modeling;Harrington desirability function;cluster analysis;self organizing map;pattern of bank.