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  • 标题:Analysis of Uncertainty in Dynamic Processes Development of Banks Functioning
  • 本地全文:下载
  • 作者:Aleksandr Ya. Kuzemin ; Vyacheslav V. Lyashenko ; Aleksei V. Korovyakovskii
  • 期刊名称:European Researcher
  • 印刷版ISSN:2219-8229
  • 电子版ISSN:2224-0136
  • 出版年度:2013
  • 卷号:49
  • 期号:5-2
  • 出版社:European Researcher
  • 摘要:The paper offers the approach to measure of uncertainty estimation in dynamic processes of banks functioning, using statistic data of different banking operations indicators. To calculate measure of uncertainty in dynamic processes of banks functioning the phase images of relevant sets of statistic data are considered. Besides, it is shown that the form of phase image of the studied sets of statistic data can act as a basis of measure of uncertainty estimation in dynamic processes of banks functioning. The set of analytical characteristics are offered to formalize the form of phase image definition of the studied sets of statistic data. It is shown that the offered analytical characteristics consider inequality of changes in values of the studied sets of statistic data, which is one of the ways of uncertainty display in dynamic processes development. The invariant estimates of measure of uncertainty in dynamic processes of banks functioning, considering significant changes in absolute values of the same indicators for different banks were obtained. The examples of calculation of measure of uncertainty in dynamic processes of concrete banks functioning were cited.
  • 关键词:bank; measure; uncertainty; inequality; estimation; risk; dynamic processes; nonlinear dynamics; phase image; credit and investment portfolio
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