Classification of the Banks in Turkey According to their Financial Performances Using Linear Discriminant Analysis, SIMCA and PLS Discriminant Analysis

摘要：

In this study, the banks in Turkey have been classified into two groups called as low and high in terms of capital adequacy ratio by using Linear Discriminant Analysis, SIMCA and PLSDiscriminant Analysis. The ability of these classification methods in classifying the banks correctly to their pre-defined classes have been compared. The pros and cons of the approaches used in this study have been discussed. In addition, the most important financial ratios to classify the banks have been determined for each method.

关键词： Classification Linear Discriminant Analysis SIMCA PLS-Discriminant Analysis Capital Adequacy Ratio

作者: Esra Polat Semra Turkan Suleyman Gunay

作者单位: Hacettepe University, Department of Statistics, Beytepe, Ankara 06800, Turkey

会议类型: 国际会议

会议名称: The 6th International Conference on Partial Least Squares and Related Methods(第六届偏最小二乘及相关方法国际会议)

会议地点: 北京

会议语种:英文

页码: 156-163

在线出版日期: 2009-09-04（万方平台首次上网日期，不代表论文的发表时间）