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应用神经网络未来储户的回报率

时间:2016-02-29 18:56来源:www.ukthesis.org 作者:英国论文网 点击联系客服: 客服:Damien

应用神经网络未来储户的回报率
Future Depositors Rate Of Return Applying Neural Network

伊斯兰银行必须执行好为了提供更好的回报补偿储户的钱和仍然确认伊斯兰法律的策略。本文着手确定在他们的机会最大化分配给为储户选择变量的相对重要性。在这种情况下,它变得非常必要预测未来的回报率,以获得清晰的图象,做出准确的决定。本研究使用一些关键的宏观经济变量,比如雅加达股指(JSI),通货膨胀率(INFR),中央银行的利率证书(INTR),汇率(ER),流通的货币(麦克风)。由于这些变量具有非线性时间序列数据,用人工神经网络(ANN)将使用反向传播算法作为学习算法。从观察了央行的利率证书(INTR)和流通的货币(MIC)可以作为领先指标面对94.95%的准确率的问题。

回报率在伊斯兰银行定义为将收到多少钱在伊斯兰银行储户的存款一年即等效与传统银行的利率。使用损益共享原则,伊斯兰银行必须根据预先确定的储户损益分享比例分享利润或损失。所以,返回的数量将取决于性能是影响宏观经济的动荡,由储户收到伊斯兰银行的盈利能力。图1显示了比较伊斯兰银行在印尼的利率和回报率,PT银行Mandiri Syariah预计今年2007年和2008年。这个数字显示,回报率的PT银行Mandiri Syariah预计今年似乎如此stabil与印尼广告和国家银行的利率。此外,从2007年7月到2008年6月,PT Mandiri Syariah预计今年银行为存款人然后传统银行提供更高的回报。

Islamic bank has to perform good strategy which still confirm with the Islamic law in order to deliver better return to compensate depositor`s money. This paper is embarked on to identify the relative significance assigned to selection variables for depositor in maximizing their opportunity. In such case, it becomes very necessary to have a prediction of future rate of return in order to get a clear picture in making precise decision. This research used some key macroeconomic variables such as Jakarta Stock Indices (JSI), inflation rate (INFR), central bank`s interest rate certificate (INTR), exchange rate (ER), and money in circulation (MIC). Since these variables are characterized as nonlinearities time series data, Artificial Neural networks (ANN) will be employed using back propagation algorithm as learning algorithm. From observation resulted that central bank’s interest rate certificate (INTR) and Money In Circulation (MIC) could be used as leading indicators to face the problem with 94.95% accuracy.

Rate of return in Islamic bank defines as how much money will be received by depositor from their deposit in Islamic bank for one year which is that equivalent with conventional bank`s interest rate. Using profit and loss sharing principle, the Islamic bank must share the profit or loss to depositors based on predetermined profit and loss sharing ratio. So, the amount of return will be received by depositor depends on Islamic bank`s profitability which performance is affected by macroeconomic turmoil. Figure 1 shows comparison between interest rate and rate of return of an Islamic bank in Indonesia, PT Bank Syariah Mandiri for period 2007 and 2008. This figure shows that rate of return of PT bank Syariah Mandiri seems so stabil compared with interest rate of Indonesian commercials and states bank. Moreover, from July 2007 to june 2008, PT Bank Syariah Mandiri provides higher return to its depositor then conventional bank.(责任编辑:anne)



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