A decision rule-based soft computing model for supporting financial performance improvement of the banking industry

Verfasser / Beitragende:
[Kao-Yi Shen, Gwo-Hshiung Tzeng]
Ort, Verlag, Jahr:
2015
Enthalten in:
Soft Computing, 19/4(2015-04-01), 859-874
Format:
Artikel (online)
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024 7 0 |a 10.1007/s00500-014-1413-7  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s00500-014-1413-7 
245 0 2 |a A decision rule-based soft computing model for supporting financial performance improvement of the banking industry  |h [Elektronische Daten]  |c [Kao-Yi Shen, Gwo-Hshiung Tzeng] 
520 3 |a This study attempts to diagnose the financial performance improvement of commercial banks by integrating suitable soft computing methods. The diagnosis of financial performance improvement comprises of three parts: prediction, selection and improvement. The performance prediction problem involves many criteria, and the complexity among the interrelated variables impedes researchers to discover patterns by conventional statistical methods. Therefore, this study adopts a dominance-based rough set approach to solve the prediction problem, and the core attributes in the obtained decision rules are further processed by an integrated multiple criteria decision-making method to make selection and to devise improvement plans. By using VIKOR method and the influential weights of DANP, decision maker may plan to reduce gap of each criterion for achieving aspired level. The retrieved attributes (i.e., criteria) are used to collect the knowledge of domain experts for selection and improvement. This study uses the data (from 2008 to 2011) from the central bank of Taiwan for obtaining decision rules and forming an evaluation model; furthermore, the data of five commercial banks in 2011 and 2012 are chosen to evaluate and improve the real cases. In the result, we found the top-ranking bank outperformed the other four banks, and its performance gaps for improvements were also identified, which indicates the effectiveness of the proposed model. 
540 |a Springer-Verlag Berlin Heidelberg, 2014 
690 7 |a Rough set approach (RSA)  |2 nationallicence 
690 7 |a Dominance-based rough set approach (DRSA)  |2 nationallicence 
690 7 |a DEMATEL-based ANP (DANP)  |2 nationallicence 
690 7 |a VIKOR  |2 nationallicence 
690 7 |a Multiple criteria decision making (MCDM)  |2 nationallicence 
700 1 |a Shen  |D Kao-Yi  |u Department of Banking and Finance, Chinese Culture University (SCE), Taipei, Taiwan  |4 aut 
700 1 |a Tzeng  |D Gwo-Hshiung  |u Graduate Institute of Urban Planning, College of Public Affairs, National Taipei University, 151, University Rd., San Shia District, 23741, New Taipei, Taiwan  |4 aut 
773 0 |t Soft Computing  |d Springer Berlin Heidelberg  |g 19/4(2015-04-01), 859-874  |x 1432-7643  |q 19:4<859  |1 2015  |2 19  |o 500 
856 4 0 |u https://doi.org/10.1007/s00500-014-1413-7  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s00500-014-1413-7  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Shen  |D Kao-Yi  |u Department of Banking and Finance, Chinese Culture University (SCE), Taipei, Taiwan  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Tzeng  |D Gwo-Hshiung  |u Graduate Institute of Urban Planning, College of Public Affairs, National Taipei University, 151, University Rd., San Shia District, 23741, New Taipei, Taiwan  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Soft Computing  |d Springer Berlin Heidelberg  |g 19/4(2015-04-01), 859-874  |x 1432-7643  |q 19:4<859  |1 2015  |2 19  |o 500