ارائه مدل هوش مصنوعی مبتنی بر منطق فازی- سلسله مراتبی به منظور سنجش تاثیرپذیری عوامل سازمانی بر سپرده سرمایه گذاری و دارایی بانک سپه با تعمیم سیستم‌های معادلات همزمان

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری تخصصی مدیریت بازرگانی ، گرو ه مدیریت بازرگانی، واحد علوم تحقیقات، دانشگا ه آزاد اسلامی، تهران، ایران.

2 دانشیار گرو ه مدیریت بازرگانی، واحد علوم تحقیقات، دانشگا ه آزاد اسلامی، تهران، ایران

3 استاد گرو ه مدیریت بازرگانی، واحد علوم تحقیقات دانشگا ه آزاد اسلامی، تهران، ایران.

چکیده

بکارگیری تکنیک‌ها و روش‌های هوش مصنوعی در بهبود ارزیابی‌ها و کاهش دقت محاسباتی یکی از مهمترین توانمندی‌های موجود در حیطه کاربرد کامپیوتر در علوم مختلف می‌باشد که بصورت رویکردهای استراتژیک راهبردی بخصوص در مدیریت منابع مالی،سرمایه گذاری وعلوم اقتصادی بکار گرفته می‌شود. هنگامی‌که مدل‌های محاسباتی برپایه چندین متغیر مختلف استوار است بسیار کارآمدتر خواهد بود. زیرا که در یک مدیریت سرمایه گذاری استراتژیک در سطح درون سازمانی و کلان اقتصادی بخصوص بانک‌ها، کوچک‌ترین خطاهای محاسباتی عواقب وخیم مالی بهمراه خواهد داشت. بدین منظور، پژوهش حاضر در سه مرحله گردآوری اطلاعات، سنجش داده‌ها و تهیه مدل‌های ارزیابی آماده‌سازی گردیده است. در مرحله گردآوری اطلاعات از روش اکتشافی (توصیفی-پیمایشی) برای گردآوری اطلاعات (داده‌های مربوط به ترازنامه‌های مالی بانک‌های سپه شهر تهران و بانک مرکزی مشتمل بر 17 شعبه) بهره گرفته شده که بعد از استخراج معیارها توسط پرسنل خبره (شامل 50 متخصص) مورد سنجش قرار گرفته است. بعد از سنجش اطلاعات، این داده‌ها طبقه‌بندی گردیده و سپس به منظور تحلیل اطلاعات توسط مدل Fuzzy-AHP تحلیل شده است. نتایج بدست آمده مشخص نموده که متغیرهایی مانند درآمد واقعی سرانه، تعداد شعب و اندازه بانک‌ها بر سپرده‌های بانکی تاثیر مثبت و تورم بر آن تاثیر منفی و معناداری دارد که این مسئله بیانگر افزایش تورم منجر به کاهش ارزش پول، ایجاد پول داغ و خروج پول از بانک‌ها و تبدیل آن به دارایی‌های سرمایه‌ای و در نهایت کاهش سپرده‌های بانکی خواهد گردید که بر روی تولید ناخالص داخلی و سرمایه تاثیر مستقیم دارد.

کلیدواژه‌ها

عنوان مقاله [English]

Presenting an artificial intelligence model based on fuzzy-hierarchical logic in order to measure the impact of organizational factors on Sepah Bank's investment deposit and assets by generalizing systems of simultaneous equations

نویسندگان [English]

  • masoud khorani 1
  • karim Hamdi 2
  • Hossein Vazifehdoust 3
1 . Department of Business Management, Science and Research Branch, College of Management and Economics, Islamic Azad University, Tehran, Iran
2 Associate Professor, Department of Business Administration, Research Sciences Branch, Islamic Azad University, Tehran, Iran,
3 Professor of Business Management Department, Research Sciences Branch, Islamic Azad University, Tehran, Iran.
چکیده [English]

The use of artificial intelligence techniques and methods in improving evaluations and reducing computational accuracy is one of the most important capabilities in the field of computer application in various sciences, which is a strategic strategic approach, especially in financial resource management, investment and science. Economic is used. It will be much more efficient when computational models are based on several different variables. Because in a strategic investment management at the intra-organizational and macroeconomic level, especially banks, the smallest calculation errors will have serious financial consequences. For this purpose, the present study has been prepared in three stages of data collection, data measurement and preparation of evaluation models. In the data collection stage, an exploratory method (descriptive-survey) was used to collect information (data related to the financial balance sheets of Sepah Shahr Bank of Tehran and the Central Bank consisting of 17 branches) which after extracting the criteria by expert personnel. (Including 50 specialists) has been evaluated. After measuring the data, these data were classified and then analyzed by Fuzzy-AHP model for data analysis. The results show that variables such as real per capita income, number of branches and size of banks have a positive effect on bank deposits and inflation has a negative and significant effect on it, which indicates an increase in inflation leading to devaluation, hot money creation. And the outflow of money from banks and its conversion into capital assets and eventually the reduction of bank deposits will have a direct impact on GDP and capital.

کلیدواژه‌ها [English]

  • Investment
  • hierarchical models
  • inflation
  • Sepah Bank
  • simultaneous equation systems

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