TAILIEUCHUNG - Combining time series analysis and multi criteria decision making techniques for forecasting financial performance of banks in Turkey

Forecasting plays a major role in financial planning and it is an essential analytical tool in banks‟ strategies. In recent years, researchers are developing new techniques for estimation. Financial performance evaluation of banks is a kind of multi-criteria decision making (MCDM) problem which has developed rapidly. It is very important for a firm to monitor a wide range of performance indicators in order to ensure that appropriate and timely decisions and plans can be made. Suitable performance measures can ensure that managers adopt a long-term perspective and allocate the company‟s resources to the most effective activities. The aim of this study is to evaluate the financial performance model of Turkish Banks during 2012-2015 using forecasting (based on 2002-2011 data) methods and multi criteria decision techniques. As forecasting analysis tools, classical time series methods such as moving averages, exponential smoothing, Brown's single parameter linear exponential smoothing, Brown‟s second-order exponential smoothing, Holt's two parameter linear exponential smoothing and decomposition methods applied to financial ratios data. After forecasting techniques Analytical Hierarchy Process (AHP) and Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) methodologies are used for the outranking of banks. | Combining time series analysis and multi criteria decision making techniques for forecasting financial performance of banks in Turkey

• Ngân hàng - Tín dụng
• Financial performance evaluation
• Analytical hierarchy process
• Topsis method
• Turkish banking sector
• Multi criteria decision making
• Time series analysis
• Accounting for governmental
• Not for profit organizations
• Financial reporting for governmental
• Tax exempt organizations
• Performance evaluation
• Governmental auditing
• Financial management
• Modern financial management
• The core concepts
• Financial analysis
• The central concept
• Managerial accounting
• Activity Based costing
• Activity based management
• Financial statement analysis
• Lecture Financial and managerial accounting
• Financial statements
• Managerial decisions
• Departmental accounting
• Personal financial planning
• Financial planning
• A managerial control tool
• Flexible budgets
• Overhead analysis
• Select paint companies
• Expenditure of a firm
• Performance of an organization
• Financial performance of firm
• Indian paint industry
• Financial accounting
• The statement
• Capital investment decisions
• The time value of money
• The balanced scorecard
• Principles of accounting
• Lecture Principles of accounting
• Nguyên lý kế toán
• Accounting information
• Financial statement
• Managerial accounting concepts
• Management analysis
• Financial risks
• Machine learning techniques
• Support vector machine
• Decision tree
• Naïve Bayes
• Financial position
• Capital budgeting
• Transfer pricing
• Decentralized performance evaluation
• Budgetary control
• Budgetary planning
• Fundamental managerial accounting concepts
• Fundamental managerial
• Fundamental managerial accounting
• Responsibility accounting
• Survey of accounting
• Cost accumulation
• Relevant information
• Special decisions
• Capital investments
• Industry analysis
• Essentials of investments
• International investing
• Equity valuation
• Lecture Survey of accounting
• Accounting for cash
• Accounting cycle
• Financial resources
• Accounting provides information
• Options markets
• Portfolio performance evaluation
• Contemporary management accounting practices
• Performance evaluation non financial
• Benchmarking practices
• World class manufacture
• Management accounting practice
• Performances of participation banks
• Turkish financial system
• Profitability of participation banks
• Turkey and Malaysia
• Multiple Regression Analysis
• Panel data analysis
• Research and Development investments
• National and international markets
• Istanbul Stock Exchange
• Intangible fixed assets and net sales