Bank reliability forecasting using classification trees
UDC
519.22:336.144.36EDN
REQTWLAbstract
The authors use the methods of classification analysis to forecast the reliability of banks. The classification trees, which use balance sheet items with the smallest binary correlation as attributes, are made. Special aspects of modelling trees for the group of banks under consideration are described, as well as those of the formation of training and testing samples and selection of criteria for truncating of branches. The model developed was tested on real data. Financial condition of 557 Russian banks was analysed based on the data for 2008, when a significant increase in the number of bankruptcy was recorded.
Keywords:
classification trees, training and testing sample, logical derivation, truncation criteriumReferences
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Dates
Submitted
September 11, 2013
Accepted
September 16, 2013
Published
September 23, 2013
How to Cite
[1]
Kirillov, K.V., Halafyan, A.A., Bank reliability forecasting using classification trees. Ecological Bulletin of Research Centers of the Black Sea Economic Cooperation, 2013, № 3, pp. 61–66.
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Copyright (c) 2013 Кириллов К.В., Халафян А.А.
This work is licensed under a Creative Commons Attribution 4.0 International License.
