Polshina V. Modeling bank capital forming process

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0412U001350

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

24-01-2012

Specialized Academic Board

Д 11.051.01

Essay

Object of research: process of forming of bank capital structure. Purpose of research: development of instruments of providing of efficiency of forming of capital of bank structure on the basis of the use of vehicle of economical and mathematical modeling. Methods of research: analysis of the systems and general theory of the systems, economical and mathematical modeling and imitation modeling, modeling on the basis of neuron networks, modeling on the basis of theory of the viable systems of S. Beer. Results: the analysis of modern problems of forming of bank capital is conducted; the specific features of bank capital and process of his forming are investigational in Ukraine; conception of design of process of forming of bank capital is worked out; the model of the viable system of forming and distribution of bank capital is worked out; the simulation dynamic model of forming of bank capital is improved; the neural network model of classification of depositors is worked out. Novelty: First worked out: conception of design of process of forming of bank capital; model of the viable system of forming and distribution of capital of bank. Got further development: simulation model of forming of bank capital; neural network model of classification of depositors. Field of the use: of particular a branch.

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