Nowoczesne metody Monte Carlo w bayesowskiej analizie efektywności kosztowej banków

• Autorzy: Jacek Osiewalski , Jerzy Marzec
• Języki publikacji: PL

Abstrakty

W opracowaniu przedstawiono bayesowskie stochastyczne modele graniczne i ich wykorzystanie do pomiaru efektywności kosztowej oddziałów banku komercyjnego. (fragment tekstu)

EN

The paper presents Bayesian stochastic frontier models and its applications in the measurement of cost effectiveness of commercial bank branches. (AŁ)

Słowa kluczowe

PL

Stochastyczny model graniczny; Banki komercyjne; Efektywność przedsiębiorstwa; Pomiar efektywności; Modele stochastyczne; Wnioskowanie bayesowskie; Metoda Monte Carlo

EN

Stochastic frontier model; Commercial banks; Enterprise effectiveness; Efficiency measurement; Stochastic models; Bayesian inference; Monte Carlo method

• Czasopismo: Prace Naukowe Akademii Ekonomicznej we Wrocławiu
• Rocznik: 1998
• Numer: nr 797 Zastosowania rozwiązań informatycznych w bankowości
• Strony: 182--195

Twórcy

autor

Jacek Osiewalski

autor

Jerzy Marzec

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