TÜRKİYE’DE YERLİ VE YABANCI TİCARET BANKALARININ FİNANSAL ETKİNLİĞE GÖRE SINIFLANDIRILMASI: KARAR AĞACI, LOJİSTİK REGRESYON VE DİSKRİMİNANT ANALİZİ MODELLERİNİN BİR KARŞILAŞTIRMASI

Bu çalışmada yerli ve yabancı olarak önceden grup üyeliği belirlenmiş bankaların sınıflandırmasında yaygın olarak kullanılan veri madenciliği tekniklerinden diskriminant, lojistik regresyon ve karar ağacı modelleri karşılaştırılmaktadır. Üç sınıflandırma tekniği, bankalarla ilgili seçilmiş likidite, gelir-gider, karlılık ve faaliyet oranları kullanılarak karşılaştırılmaktadır. Araştırmanın sonuçları, bankaların sınıflandırmasında karar ağacı modelinin geleneksel diskriminant ve lojistik regresyon modellerine üstünlük sağlayarak alternatif etkili bir sınıflandırma tekniği olarak kullanılabileceğini göstermektedir.

Classification of Domestic and Foreign Commercial Banks In Turkey Based on Financial Efficiency: A Comparison of Decision Tree, Logistic Regression and Discriminant Analysis Models

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Süleyman Demirel Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi-Cover
  • ISSN: 1301-0603
  • Yayın Aralığı: Yılda 3 Sayı
  • Başlangıç: 1996
  • Yayıncı: Süleyman Demirel Üniversitesi
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