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Journal of Automation and Information Sciences

ISSN for PRINT: 1064-2315

Institutional price:	$2573.00
Issues per year:	12

Best Paper Award Selection - Editorial Board Site

2002, Volume34

60 pages

Issue price - $221.00

A Nonparametric Index Approach for Estimating Subjects of Financial Market by Profitability-Risk Criterion by Example of Commercial Banks

Vladimir S. Kirilyuk
V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine, Kyiv, Ukraine

Vladimir I. Norkin
V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine, Kyiv, Ukraine

Vladimir N. Domrachev
National Bank of the Ukraine, Ukraine

ABSTRACT

A nonparametric index approach for estimating subjects of financial market by profitability-risk criterion is considered. The approach is illustrated by examples of stating the appropriate optimization problems as well as calculation results for estimating performance of commercial banks of Ukraine in 2001.