Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/217648 
Year of Publication: 
2018
Citation: 
[Journal:] Journal of Central Banking Theory and Practice [ISSN:] 2336-9205 [Volume:] 7 [Issue:] 2 [Publisher:] De Gruyter Open [Place:] Warsaw [Year:] 2018 [Pages:] 139-164
Publisher: 
De Gruyter Open, Warsaw
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.
Subjects: 
fuzzy regression model
bank competitiveness
fuzzy multiple regression
fuzzy modelling in banking.
JEL: 
G20
G21
G32
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by-nc-nd Logo
Document Type: 
Article

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