基于投影寻踪模型的商业银行竞争力探析  

Research on the Competitiveness of Commercial Banks Based on RAGA

作　　者：吴丹[1] 姜法竹[1] 

机构地区：[1]黑龙江八一农垦大学经济管理学院,大庆163319

出　　处：《黑龙江八一农垦大学学报》2012年第2期103-108,共6页journal of heilongjiang bayi agricultural university

摘　　要：商业银行是我国国民经济的中枢,是金融领域的重要组成部分之一,其经营绩效的高低不但会关系到银行本身能否良好运作,而且对整个国家宏观经济运行有着重大影响。采用投影寻踪模型得出最佳投影方向,以此来判断各评价指标对综合评价目标的影响程度和方向,最终得出投影指标值从大到小的排序。同时,对样本商业银行的各财务指标作具体分析,将这一方法用于对低维数据(二级指标)进行评价排序,结果显示与综合评价基本一致,为商业银行财务绩效科学、准确的评价提供了一种新的方法。The commercial bank was the hard core of national economy in our country and one of the most important components in the financial sector. Its performance not only affected the bank itself, but also had significant influence on the entire national macro- economy. By using projection pursuit model, we could get the best projection direction on determining the influence degree and direction of the comprehensive evaluation target and finally obtaining the projection index values from big to small order. At the same time, according to the concrete analysis on the financial indicators of commercial banks, when this method was applied to evaluate the sort of the two grade index, the result was the same as the comprehensive evaluation. The Projection Pursuit model provided a new method for the accurate evaluation of the commercial bank financial performance.

关 键 词：投影寻踪 商业银行 遗传算法 

分 类 号：F279.23[经济管理—企业管理]