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Banka Finansal Başarısızlıklarının Sinirsel Bulanık Ağ Yöntemi İle Öngörüsü

Year 2009, Volume: 3 Issue: 1, 9 - 36, 01.06.2009

References

  • Benli, K.Y.. (2005) “Bankalarda Mali Baflarısızlığın Öngörülmesi Lojistik Regres- yon ve Yapay Sinir Ağı Karflılafltırması”, Gazi Üniversitesi Endüstriyel Sanatlar Eğitim Fakültesi Dergisi, Sayı 16, 31-46.
  • Boyacıoglu, M. A., Kaya Y. ve Baykan Ö.K.. (2009). “Predicting bank financial failures using neural networks, support vector machines and multivariate statis- tical methods: A comparative analysis in the sample of savings deposit insuran- ce fund (SDIF) transferred banks in Turkey Expert Systems with Applications”, Expert Systems with Applications, Vol. 36, Issue 2, Part 2, 3355-3366.
  • Canbas, S., Cabuk A. ve Kilic S.B.. (2005). “Prediction of commercial bank failu- re via multivariate statistical analysis of financial structure: The Turkish case”, European Journal of Operational Research, Vol. 166, 528–546.
  • Celikyilmaz, A., Türkflen, B.I., Aktafl, R., Doganay, M.M. ve Ceylan B.N.. (2009). “Increasing accuracy of two-class pattern recognition with enhanced fuzzy functions” Expert Systems with Applications, Vol. 36, 1337-1354.
  • Chauhan, N., Ravi, V. ve Chandra, K.D.. (2009). “Differential evolution trained wavelet neural networks: Application to bankruptcy prediction in banks” Expert Systems with Applications, Vol. 36, 7659-7665.
  • Chen, H.J., Huang, S.Y. ve Lin, C.S.. (2009) “Alternative diagnosis of corporate bankruptcy: A neuro fuzzy approach” Expert Systems with Applications, Vol. 36, 7710-7720.
  • Cielen A., Peters L. ve Vanhoof K.. (2004). “Bankruptcy prediction using a da- ta envelopment analysis”, European Journal of Operational Research, Vol. 154, 526–532.
  • Çinko, M. ve Avcı, E.. (2008). “CAMELS Dereceleme Sistemi ve Türk Ticari Ban- kacılık Sektöründe Baflarısızlık Tahmini” BDDK Bankacılık ve Finansal Piyasalar, Cilt.2 Sayı.2, 25-48.
  • Davalos, S., Gritta R.D. ve Chow G.. (1999). “The application of a neural net- work approach to predicting bankruptcy risks facing the major US air carriers: 1979–1996” Journal of Air Transport Managements, Vol. 5, No. 2, April, 81-86.
  • Doğanay, M. M., Ceylan N.B. ve Aktafl R.. “Predicting financial failure of the Turkish Banks”, Annals of Financial Economics, Vol. 1, 97-117.
  • Elmas, Ç.. (2003). Bulanık Mantık Denetleyiciler, Birinci Baskı, Seçkin Yayıncılık, Ankara, Nisan.
  • Jang, S.R., Sun, C.T. ve Mizutani, E.. (1997). “Neuro-Fuzzy and Soft Compu- ting”, Prentice-Hall,Inc.
  • Jo, H., Han I. ve Lee H.. (1997). “Bankruptcy prediction using case-based reaso- ning, neural networks, and discriminant analysis” Expert Systems with Applica- tions, Vol. 13, Issue 2, 97-108.
  • Kao C., S. ve Liu T.. (2004). “Prediction bank performance with financial fore- casts: A case of Taiwan commercial banks”, Journal of Banking & Finance, Vol. 28, 2353–2368.
  • Karacabey A.A.. (2007). “Bank failure prediction using modified minimum de- viation model”, International Research Journal of Finance and Economics, Vol. 12, 147-159.
  • Kolari J., Glennon D., Shin H. ve Caputo M.. (2002). “Predicting large US com- mercial bank failures”, Journal of Economics and Business, Vol. 54, No. 32-1, 361–387.
  • Kosko,B. ve Isaka,S.. (1992). “Fuzzy Logic”, Scientific American Science, Vol. 1, No. 1.
  • kruptcy”, Omega, Vol. 19, No. 5, 429–445.
  • Tam K.Y. ve Kiang M.. (1992). “Predicting bank failures: A neural network ap- proach”, Decision Sciences, Vol. 23, 926–947.
  • Tan N.W. ve Dihardjo H.. (2001). “A study on using artificial neural networks to develop an early warning predictor for credit union financial distress with comparison to the probit model”, Managerial Finance, Vol. 27, No. 4, 56-77.
  • Tsukuda J., S. ve Baba I.. (1994). “Predicting Japanese corporate bankruptcy in terms of finance data using neural network”, Computers and Industrial Engi- neering, Vol. 27, No. 1–4, 445-448.
  • Tung W.L., Quek C. ve Cheng P.. (2004). “GenSo-EWS: A novel neural-fuzzy ba- sed early warning system for predicting bank failures”, Neural Networks, Vol. 17, 567–587.
  • West R.C. (1985).. “A factor analytic approach to bank condition”, Journal of Banking and Finance, Vol. 9, 253–266.
  • Wilson R.L. ve Sharda R.. (1994). “Bankruptcy prediction using neural net- works”, Decision Support Systems, Vol. 11, 545–557.
  • Yang, Z.R., Platt M.B. ve Platt H.D.. (1999). “Probabilistic neural networks in bankruptcy prediction” Journal of Business Research, Vol. 44, No. 2, February, 67 - 74.
  • Yıldız, B.. (1999). “Finansal Baflarısızlığın Öngörülmesinde Yapay Sinir Ağı Kul- lanımı ve Ampirik Bir Çalıflma” Dumlupınar Üniversitesi Sosyal Bilimler Enstitüsü, Yayınlanmamıfl Doktora Tezi, Kütahya.
  • Zadeh, L. (1965). “Fuzzy Sets”, Information and Control, Vol. 8, No. 3, 338- 353.
  • Zhang, G., Hu M.Y., Patuwo B.E. ve Indro D.C.. (1999). “Artificial neural net- works in bankruptcy prediction: General framework and cross-validation analy- sis” European Journal of Operational Research, Vol. 116, 16-32.

Abstract - Predicting Bank Bankruptcies with Neuro Fuzzy Method

Year 2009, Volume: 3 Issue: 1, 9 - 36, 01.06.2009

References

  • Benli, K.Y.. (2005) “Bankalarda Mali Baflarısızlığın Öngörülmesi Lojistik Regres- yon ve Yapay Sinir Ağı Karflılafltırması”, Gazi Üniversitesi Endüstriyel Sanatlar Eğitim Fakültesi Dergisi, Sayı 16, 31-46.
  • Boyacıoglu, M. A., Kaya Y. ve Baykan Ö.K.. (2009). “Predicting bank financial failures using neural networks, support vector machines and multivariate statis- tical methods: A comparative analysis in the sample of savings deposit insuran- ce fund (SDIF) transferred banks in Turkey Expert Systems with Applications”, Expert Systems with Applications, Vol. 36, Issue 2, Part 2, 3355-3366.
  • Canbas, S., Cabuk A. ve Kilic S.B.. (2005). “Prediction of commercial bank failu- re via multivariate statistical analysis of financial structure: The Turkish case”, European Journal of Operational Research, Vol. 166, 528–546.
  • Celikyilmaz, A., Türkflen, B.I., Aktafl, R., Doganay, M.M. ve Ceylan B.N.. (2009). “Increasing accuracy of two-class pattern recognition with enhanced fuzzy functions” Expert Systems with Applications, Vol. 36, 1337-1354.
  • Chauhan, N., Ravi, V. ve Chandra, K.D.. (2009). “Differential evolution trained wavelet neural networks: Application to bankruptcy prediction in banks” Expert Systems with Applications, Vol. 36, 7659-7665.
  • Chen, H.J., Huang, S.Y. ve Lin, C.S.. (2009) “Alternative diagnosis of corporate bankruptcy: A neuro fuzzy approach” Expert Systems with Applications, Vol. 36, 7710-7720.
  • Cielen A., Peters L. ve Vanhoof K.. (2004). “Bankruptcy prediction using a da- ta envelopment analysis”, European Journal of Operational Research, Vol. 154, 526–532.
  • Çinko, M. ve Avcı, E.. (2008). “CAMELS Dereceleme Sistemi ve Türk Ticari Ban- kacılık Sektöründe Baflarısızlık Tahmini” BDDK Bankacılık ve Finansal Piyasalar, Cilt.2 Sayı.2, 25-48.
  • Davalos, S., Gritta R.D. ve Chow G.. (1999). “The application of a neural net- work approach to predicting bankruptcy risks facing the major US air carriers: 1979–1996” Journal of Air Transport Managements, Vol. 5, No. 2, April, 81-86.
  • Doğanay, M. M., Ceylan N.B. ve Aktafl R.. “Predicting financial failure of the Turkish Banks”, Annals of Financial Economics, Vol. 1, 97-117.
  • Elmas, Ç.. (2003). Bulanık Mantık Denetleyiciler, Birinci Baskı, Seçkin Yayıncılık, Ankara, Nisan.
  • Jang, S.R., Sun, C.T. ve Mizutani, E.. (1997). “Neuro-Fuzzy and Soft Compu- ting”, Prentice-Hall,Inc.
  • Jo, H., Han I. ve Lee H.. (1997). “Bankruptcy prediction using case-based reaso- ning, neural networks, and discriminant analysis” Expert Systems with Applica- tions, Vol. 13, Issue 2, 97-108.
  • Kao C., S. ve Liu T.. (2004). “Prediction bank performance with financial fore- casts: A case of Taiwan commercial banks”, Journal of Banking & Finance, Vol. 28, 2353–2368.
  • Karacabey A.A.. (2007). “Bank failure prediction using modified minimum de- viation model”, International Research Journal of Finance and Economics, Vol. 12, 147-159.
  • Kolari J., Glennon D., Shin H. ve Caputo M.. (2002). “Predicting large US com- mercial bank failures”, Journal of Economics and Business, Vol. 54, No. 32-1, 361–387.
  • Kosko,B. ve Isaka,S.. (1992). “Fuzzy Logic”, Scientific American Science, Vol. 1, No. 1.
  • kruptcy”, Omega, Vol. 19, No. 5, 429–445.
  • Tam K.Y. ve Kiang M.. (1992). “Predicting bank failures: A neural network ap- proach”, Decision Sciences, Vol. 23, 926–947.
  • Tan N.W. ve Dihardjo H.. (2001). “A study on using artificial neural networks to develop an early warning predictor for credit union financial distress with comparison to the probit model”, Managerial Finance, Vol. 27, No. 4, 56-77.
  • Tsukuda J., S. ve Baba I.. (1994). “Predicting Japanese corporate bankruptcy in terms of finance data using neural network”, Computers and Industrial Engi- neering, Vol. 27, No. 1–4, 445-448.
  • Tung W.L., Quek C. ve Cheng P.. (2004). “GenSo-EWS: A novel neural-fuzzy ba- sed early warning system for predicting bank failures”, Neural Networks, Vol. 17, 567–587.
  • West R.C. (1985).. “A factor analytic approach to bank condition”, Journal of Banking and Finance, Vol. 9, 253–266.
  • Wilson R.L. ve Sharda R.. (1994). “Bankruptcy prediction using neural net- works”, Decision Support Systems, Vol. 11, 545–557.
  • Yang, Z.R., Platt M.B. ve Platt H.D.. (1999). “Probabilistic neural networks in bankruptcy prediction” Journal of Business Research, Vol. 44, No. 2, February, 67 - 74.
  • Yıldız, B.. (1999). “Finansal Baflarısızlığın Öngörülmesinde Yapay Sinir Ağı Kul- lanımı ve Ampirik Bir Çalıflma” Dumlupınar Üniversitesi Sosyal Bilimler Enstitüsü, Yayınlanmamıfl Doktora Tezi, Kütahya.
  • Zadeh, L. (1965). “Fuzzy Sets”, Information and Control, Vol. 8, No. 3, 338- 353.
  • Zhang, G., Hu M.Y., Patuwo B.E. ve Indro D.C.. (1999). “Artificial neural net- works in bankruptcy prediction: General framework and cross-validation analy- sis” European Journal of Operational Research, Vol. 116, 16-32.
There are 28 citations in total.

Details

Primary Language Turkish
Journal Section Research Article
Authors

Birol Yıldız This is me

Soner Akkoç This is me

Publication Date June 1, 2009
Published in Issue Year 2009 Volume: 3 Issue: 1

Cite

APA Yıldız, B., & Akkoç, S. (2009). Banka Finansal Başarısızlıklarının Sinirsel Bulanık Ağ Yöntemi İle Öngörüsü. BDDK Bankacılık Ve Finansal Piyasalar Dergisi, 3(1), 9-36.