The Research on Stability of the Russian Banking System by Machine Learning Methods

Authors

  • Oleg A. Bayuk Financial University, Moscow
  • Dmitry V. Berzin Financial University, Moscow
  • Bogdan A. Timov Financial University, Moscow

Keywords:

Commercial bank, banking system, stability of the banking system, machine learning, decision tree.

Abstract

The problem of stability of the Russian banking system is investigated. To describe the state of a commercial bank, we use a system of indicators, proposed by F.T. Aleskerov and his colleagues. For predicting the development of banking system, the machine learning system implemented in the Azure ML is used. To optimize the work of this software, it is suggested to use integral indicators.

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Published

2018-11-12

How to Cite

Bayuk, O. A., Berzin, D. V., & Timov, B. A. (2018). The Research on Stability of the Russian Banking System by Machine Learning Methods. Journal of Reviews on Global Economics, 7, 618–625. Retrieved from https://mail.lifescienceglobal.com/pms/index.php/jrge/article/view/5727

Issue

Section

Special Issue - Banking System and Financial Markets of Russia and other Countries: Problems and Prospects