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Record W1981458722 · doi:10.5267/j.msl.2013.09.032

Effective factors on optimizing banks’ balance sheet using fuzzy analytical hierarchy process

2013· article· en· W1981458722 on OpenAlexvenueno aff
Shoja Rezaei, Kianoush Nazari Ameleh, Ali Ramezanzadeh, Mohammad Hassan Nasrabadi, Behnam Rezaei

Bibliographic record

VenueManagement Science Letters · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicMulti-Criteria Decision Making
Canadian institutionsnot available
Fundersnot available
KeywordsBalance sheetProcess (computing)Balance (ability)HierarchyAnalytic hierarchy processFuzzy logicComputer scienceBusinessOperations researchOperations managementRisk analysis (engineering)Reliability engineeringMathematicsArtificial intelligenceAccountingEconomicsEngineeringPsychology

Abstract

fetched live from OpenAlex

Every bank seeks methods to optimize its assets and liabilities, thus the main subject is managing assets-liabilities in the balance sheet and the main question is by which factor banks will be enabled to have an optimized combination of assets and liabilities in a common level of risk to get the most return. This case study is dedicated to Refah bank and is an applicable study. The data has collected from the headquarter by a questionnaire and finally effective factors weight on optimizing bank balance sheet determined by using Fuzzy analytical hierarchy process. Results showed that revenue has more effect on optimizing for %39.5 and also loan to deposit ratio for %.74, regarding revenue as a symbol of efficiency in banks, it seems to be the most important factor and goal in banking industry. Furthermore banks need to have some liquidity to respond customers demand to cover one of the most important risks of banking. This factor importance determined to be %18 in Refah Bank by using model and experts view.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Scholarly communication, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.264
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.005
Science and technology studies0.0010.001
Scholarly communication0.0030.003
Open science0.0030.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.091
GPT teacher head0.398
Teacher spread0.307 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2013
Admission routes1
Has abstractyes

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