Application of Neural Network and Simulation Modeling to Evaluate Russian Banks ' Performance

@inproceedings{Sharma2013ApplicationON,
  title={Application of Neural Network and Simulation Modeling to Evaluate Russian Banks ' Performance},
  author={Satish Sharma and Mikhail Shebalkov},
  year={2013}
}
This paper presents an application of neural network and simulation modeling to analyze and predict the performance of 883 Russian Banks over the period 2000-2010. Correlation analysis was performed to obtain key financial indicators which reflect the leverage, liquidity, profitability and size of Banks. Neural network was trained over the entire dataset, and then simulation modeling was performed generating values which are distributed with Largest Extreme Value and Loglogistic distributions… CONTINUE READING