<abstract xmlns="http://www.w3.org/1999/xhtml"><p>The paper substantiates the need to consider economic efficiency indicators of bank activity as fuzzy quantities. Formulations of the problem of fuzzy regression analysis and modelling, available in literary sources, have been analyzed. Three main approaches to the fuzzy regression analysis are presented. The general mathematical and meaningful formulation of problem of a fuzzy multivariate regression analysis for commercial bank competitiveness has been proposed. Sequence of its solutions is described. The example of numerical computations for one of the large Ukrainian banks is given. Results of obtained solution were analyzed from the standpoint of reliability, accuracy and compared against the classical crisp regression analysis. Finishing steps for obtaining final accurate numerical results of solution process are described. In summary, convincing arguments concerning the expediency of application of this approach to the problem of determining the competitiveness of banks are formulated and presented.</p></abstract>

The paper substantiates the need to consider economic efficiency indicators of bank activity as fuzzy quantities. Formulations of the problem of fuzzy regression analysis and modelling, available in literary sources, have been analyzed. Three main approaches to the fuzzy regression analysis are presented. The general mathematical and meaningful formulation of problem of a fuzzy multivariate regression analysis for commercial bank competitiveness has been proposed. Sequence of its solutions is described. The example of numerical computations for one of the large Ukrainian banks is given. Results of obtained solution were analyzed from the standpoint of reliability, accuracy and compared against the classical crisp regression analysis. Finishing steps for obtaining final accurate numerical results of solution process are described. In summary, convincing arguments concerning the expediency of application of this approach to the problem of determining the competitiveness of banks are formulated and presented.

Method of Constructing the Fuzzy Regression Model of Bank Competitiveness

Journal of Central Banking Theory and Practice

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

{"article-title":"Method of Constructing the Fuzzy Regression Model of Bank Competitiveness"}

The paper substantiates the need to consider economic efficiency indicators of bank activity as fuzzy quantities. Formulations of the problem of fuzzy...

Method of Constructing the Fuzzy Regression Model of Bank Competitiveness

Data publikacji: 14 maj 2018

Zakres stron: 139 - 164

Otrzymano: 04 maj 2017

Przyjęty: 14 sie 2017

DOI: https://doi.org/10.2478/jcbtp-2018-0016

Słowa kluczowe
fuzzy regression model, bank competitiveness, fuzzy multiple regression, fuzzy modelling in banking

© 2017 Liudmyla Malyaretz et al., published by De Gruyter Open

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Method of Constructing the Fuzzy Regression Model of Bank Competitiveness

Data publikacji: 14 maj 2018

Zakres stron: 139 - 164

Otrzymano: 04 maj 2017

Przyjęty: 14 sie 2017

DOI: https://doi.org/10.2478/jcbtp-2018-0016

Słowa kluczowefuzzy regression model, bank competitiveness, fuzzy multiple regression, fuzzy modelling in banking

© 2017 Liudmyla Malyaretz et al., published by De Gruyter Open

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Słowa kluczowe
fuzzy regression model, bank competitiveness, fuzzy multiple regression, fuzzy modelling in banking