Campus Event Calendar
Event Entry
New for: D2, D3
What and Who
PhD Application Talk: Mathematical methods and models for banks’ financial state analyzing and forecasting
Olga Voitenko
PhD Application Talk
AG 1, AG 2, AG 3, AG 4, AG 5, SWS, RG1, MMCI
MPI Audience
English
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Date, Time and Location
Friday, 14 October 2011
09:00
120 Minutes
E1 4
024
Saarbrücken
Abstract
In the paper we investigated the problem of banks’ financial state forecasting, carried out a comparative analysis of different methods for bank bankruptcy prediction, and determined the financial indicators that can be used in the models. Both fuzzy logic and crisp approaches has been used to solve the forecasting problem. We have developed a software which allows to apply the fuzzy neural networks ANFIS and TSK, fuzzy group method of data handling as well as crisp methods: logit, probit model, regression models, Kromonov method and method of multilevel aggregate index of bank state to predict the financial state of banks. The software also allows conducting a comparative analysis of the received results. We used the financial statements of Ukrainian banks and largest European banks as input parameters.
Contact
IMPRS-CS
-1803
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Tags, Category, Keywords and additional notes
Please note: The talks will take place in random order!
Heike Przybyl, 10/11/2011 15:52 -- Created document.