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Method of Constructing the Fuzzy Regression Model of Bank Сompetitiveness

Author

Listed:
  • Liudmyla Маlyaretz

    (Kharkiv National University of Economics, Kharkiv, Ukraine)

  • Oleksandr Dorokhov

    (Kharkiv National University of Economics, Kharkiv, Ukraine)

  • Liudmyla Dorokhova

    (National Pharmaceutical University, Kharkiv, Ukraine)

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.

Suggested Citation

  • Liudmyla Маlyaretz & Oleksandr Dorokhov & Liudmyla Dorokhova, 2018. "Method of Constructing the Fuzzy Regression Model of Bank Сompetitiveness," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(2), pages 139-164.
    • Handle: RePEc:cbk:journl:v:7:y:2018:i:2:p:139-164
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    File URL: http://www.cbcg.me/repec/cbk/journl/vol7no2-7.pdf
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    Citations

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    Cited by:

    1. Colubi, Ana & Ramos-Guajardo, Ana Belén, 2023. "Fuzzy sets and (fuzzy) random sets in Econometrics and Statistics," Econometrics and Statistics, Elsevier, vol. 26(C), pages 84-98.

    More about this item

    Keywords

    fuzzy regression model; bank competitiveness; fuzzy multiple regression; fuzzy modelling in banking.;
    All these keywords.

    JEL classification:

    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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