44944

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Advanced Analytics Software for Performance Analysis and Visualization of Financial Institutions

ISBN/ISSN: 

978-1-5386-0500-4

Наименование конференции: 

  • 11th IEEE International Conference on Application of Information and Communication Technologies (AICT2017, Moscow)

Наименование источника: 

  • Proceedings of the 11th IEEE International Conference on Application of Information and Communication Technologies (AICT2017, Moscow)

Обозначение и номер тома: 

Vol. 2

Город: 

  • Moscow, Russia

Издательство: 

  • IEEE

Год издания: 

2017

Страницы: 

133-137
Аннотация
In this paper we consider the application of proposed analytics software for performance analysis and visualization of complex financial systems. We give theoretical background of underlying mathematical method and present its application in information and communication technologies. Two nonparametric approaches data envelopment analysis (DEA) and free disposal hull (FDH) are used in this paper to develop a software system for convex and nonconvex frontier visualization and performance analysis of financial systems. Our theoretical results are validated by computational experiments on the data taken from financial accounts of Russian banks. Potential applications of proposed approach in situation room for decision support and strategic performance management are considered.

Библиографическая ссылка: 

Лычёв А.В., Рожнов А.В. Advanced Analytics Software for Performance Analysis and Visualization of Financial Institutions / Proceedings of the 11th IEEE International Conference on Application of Information and Communication Technologies (AICT2017, Moscow). Moscow, Russia: IEEE, 2017. Vol. 2. С. 133-137.