MODEL OF DEPOSIT AND LOAN OF A BANK USING SPIRAL OPTIMIZATION ALGORITHM

被引：5

作者：

Ansori, Moch Fandi ^{[1
]}

Sidarto, Kuntjoro Adji ^{[1
]}

Sumarti, Novriana ^{[1
]}

机构：

[1] Inst Teknol Bandung, Fac Math & Nat Sci, Dept Math, Jalan Ganesha 10, Bandung 40132, Indonesia

来源：

JOURNAL OF THE INDONESIAN MATHEMATICAL SOCIETY | 2019年 / 25卷 / 03期

关键词：

Dynamical System; Deposit and Loan; Bank Stability; Spiral Optimization; DYNAMICAL-SYSTEM; STABILITY; VOLUMES; CRISIS;

D O I：

10.22342/jims.1.1.826.123-132

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Nowadays, the study of financial stability of banking is important, which is to observe the behavior of the bank in the future. In this paper, a simple model of deposit and loan of a bank is solved analytically and numerically, and then it is implemented into data of four groups of commercial banks in Indonesia based on their capitals. From the data for each group of banks, the parameters will be estimated using the Spiral Optimization Algorithm. The results show that the algorithm gives satisfactory solutions in terms of closeness between the analytical and numerical solutions. In the long run, the deposit and loan volumes will be stable at their equilibrium points which showing the good condition of the future of the banks based on current state.

引用

页码：292 / 301

页数：10

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