regression methods
در نشریات گروه فنی و مهندسی-
هدف
تضمین رشد اقتصادی پایدار از وظایف کلیدی هر کشور است و تسهیلات بانکی با حمایت از واحدهای تولیدی، نقش محرکی در این رشد ایفا می کنند. با این حال، افزایش معوقات بانکی می تواند ثبات اقتصادی را تهدید کرده و منجر به رکود شود. این پژوهش با هدف ارایه مدلی بهینه برای تخصیص تسهیلات در بانک های خصوصی و کاهش معوقات انجام شده است.
روش شناسی پژوهش:
برای تحلیل داده های مرتبط با تسهیلات اعطایی و عوامل موثر بر معوقات، از روش های آماری پیشرفته شامل رگرسیون چندگانه گام به گام، پانل دیتا و رگرسیون لجستیک استفاده شده است. این روش ها به شناسایی دقیق متغیرهای تاثیرگذار کمک کرده اند.
یافته هامدل ارایه شده، یک چارچوب ترکیبی است که هم زمان شاخص های درون بانکی، درون شرکتی و اقتصادی را در نظر می گیرد. این مدل می تواند به عنوان ابزاری راهبردی برای بهینه سازی تخصیص تسهیلات، کاهش معوقات و بهبود ثبات اقتصادی در بانک های خصوصی ایران مورداستفاده قرار گیرد.
اصالت/ارزش افزوده علمی:
این پژوهش نشان می دهد که مدیریت هوشمند تسهیلات با در نظر گرفتن عوامل چندبعدی، می تواند بهره وری بانک ها را افزایش داده و از ریسک های اعتباری بکاهد. مدل پیشنهادی می تواند مبنای تصمیم گیری مدیران بانکی برای دستیابی به رشد اقتصادی پایدار باشد.
کلید واژگان: مدل تخصیص تسهیلات، کاهش معوقات بانکی، بانک های خصوصی، روش های رگرسیونPurposeSustainable economic growth is a key national priority, with bank loans serving as a critical driver by financing production units. However, rising Non-Performing Loans (NPLs) jeopardize economic stability, potentially triggering recessions. This study proposes an optimized loan allocation model for private banks, aiming to minimize NPLs while enhancing resource efficiency.
MethodologyUsing statistical techniques, including stepwise multiple regression, panel data analysis, and logistic regression, the study examines loan disbursement data, NPL ratios, and their determinants across three dimensions: bank-specific, firm-level, and macroeconomic factors.
FindingsThe capital surplus-to-assets ratio, capital adequacy, financial soundness, and equity ratios significantly reduce NPLs and enhance allocation efficiency. At the firm level, industry sector, credit history, loan purpose, and banking relationship history all directly shape default risk, with industry type and credit history being the most critical factors in determining credit risk. Macroeconomic variables— including government debt, unemployment, economic growth, and the share of loans in investments—also systematically influence NPL trends and banks' resource allocation capacity.
Originality/Value:
This research presents a comprehensive and actionable model for Iran's private banks, integrating multi-level indicators to optimize lending decisions and enhance credit risk management. The model equips bank managers with a strategic tool to improve operational efficiency and support economic stability.
Keywords: Loan Allocation Model, Reducing Non-Performing Loans, Private Banks, Regression Methods -
The maximum energy consumption of stone cutting machines is one of the important cost factors during the process of cutting construction stones. Accurately predicting and estimating the maximum energy consumption performance of the cutting machine, along with estimating the cutting costs, can help approach the optimal cutting operating conditions to reduce energy consumption and minimize machine depreciation. However, due to the uncertainty and complexity of building stone textures and properties, determining the maximum energy consumption of the device is a difficult and challenging task. Therefore, this paper employs the rock engineering system method to solve the aforementioned problem. To this end, 120 test samples were collected from a marble factory in the Mahalat region of Iran, representing 12 types of carbonate rocks. The input parameters considered for the analysis were the Mohs hardness, uniaxial compressive strength, Young's modulus, production rate, and Schimazek’s F-abrasiveness factors. In the study, 80% of the collected data, equivalent to 96 data points, were utilized to construct the model using the rock engineering system-based method. The obtained results were then compared with other regression methods including linear, power, exponential, polynomial, and multiple logarithmic regression methods. Finally, the remaining 20 percent of the data, comprising 24 data points, were used to evaluate the accuracy of the models. Based on the statistical indicators, namely root mean square error, mean square error, and coefficient of determination, it was found that the rock engineering system-based method outperformed other regression methods in terms of accuracy and efficiency when estimating the maximum energy consumption.
Keywords: Maximum Energy Consumption (MEC), Rock engineering system (RES), Statistical indicators, Regression methods, Building stone -
International Journal of Optimization in Civil Engineering, Volume:13 Issue: 4, Autumn 2023, PP 497 -518Predicting the bearing capability (qrs) of geogrid-reinforced stone columns poses a significant challenge due to variations in soil and rock parameters across different locations. The behavior of soil and rock in one region cannot be generalized to other regions. Therefore, accurately predicting qrs requires a complex and stable nonlinear equation that accounts for the complexity of rock engineering problems. This paper utilizes the Rock Engineering System (RES) method to address this issue and construct a predictive model.To develop the model, experimental data consisting of 219 data points from various locations were utilized. The input parameters considered in the model included the ratio between geogrid reinforced layers diameter and footing diameter (d/D), the ratio of stone column length to diameter (L/dsc), the qrs of unreinforced soft clay (qu), the thickness ratio of Geosynthetic Reinforced Stone Column (GRSB) and USB to base diameter (t/D), and the settlement ratio to footing diameter (s/D). Following the implementation of the RES-based method, a comparison was made with other models, namely linear, power, exponential, polynomial, and multiple logarithmic regression methods. Statistical indicators such as root mean square error (RMSE), mean square error (MSE), and coefficient of determination (R2) were employed to assess the accuracy of the models. The results of this study demonstrated that the RES-based method outperforms other regression methods in terms of accuracy and efficiency.Keywords: Rock engineering system, regression methods, geogrid-reinforced stone columns, bearing capability, accuracy, efficiency
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