EMEKLİLİK FONLARININ PERFORMANS DEĞERLENDİRMESİNDE BULANIK UZMAN SİSTEM KULLANIMI

Yıl 2008, Cilt: 23 Sayı: 2 - Cilt: 23 Sayı: 2, 213 - 227, 25.07.2016

Serdar Korukoğlu Serkan Ballı Ayşen Korukoğlu

Öz

Finansal derecelendirme kuruluşları sayısal değerlendirme yerine dilsel değerlendirmeyi yaygın olarak kullanırlar. Verilerin çoğunlukla niteleyici olduğu ve uzmanlık bilgisine gereksinim duyulduğu durumlarda Bulanık Set Teorisi bu tür verilerin değerlendirilmesine destek vermektedir. Çalışma kapsamında, emeklilik fonlarının risk ve getiri bilgilerini kullanarak performans değerlendirmesi amacıyla bulanık uzman sistem geliştirilmiş ve rasgele seçilen yirmi yedi Türk emeklilik fonu üzerinde uygulama gerçekleştirilmiştir.

Anahtar Kelimeler

Emeklilik fonu, Performans değerlendirme, Bulanık mantık, Bulanık uzman sistem

PERFORMANCE EVALUATION OF PENSION FUNDS WITH FUZZY EXPERT SYSTEM

Öz

Financial rating and ranking firms often use linguistic instead of numerical values. When input data are mostly qualitative and are based on subjective knowledge of experts, the Fuzzy Set Theory provides a solid mathematical model to represent and handle these data. The aim of this study is developing a fuzzy expert model to evaluate the performance of the pension funds by using their risk and return values. The method is used for evaluating the performance of the randomly selected of twenty seven Turkish pension funds. The obtained results proved that the fuzzy expert system is appropriate and consistent for performance evaluation.

Anahtar Kelimeler

Pension fund, Performance evaluation, Fuzzy logic, Fuzzy expert system.

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