Designing a decision support system for allocating banking resources with a genetic algorithm approach

Document Type : Original Article

Authors
Mahdi shafiee 1
Heydar Mohammadzadeh Salteh 2
hossein Jahangirnia 3
1 Phd student of management department, Qom branch, Islamic Azad University, Qom, Iran
2 Associate Professor of Accounting Department, Marand Branch, Islamic Azad University, Marand, Iran
3 Assistant Professor, Department of Accounting, Qom Branch, Islamic Azad University, Qom, Iran
10.30495/jik.2024.75936.4431
Abstract
The present study seeks to design a decision support system for the allocation of banking resources with a genetic algorithm approach. In other words, the present study seeks to achieve the allocation of banking resources with the approach of maximizing profits and reducing the credit risk of customers of banks and financial institutions by designing a decision support system with a genetic algorithm approach. The research method is applied-research from the perspective of the goal and from the perspective of the type and method of research, it is a field-survey research. The collection of data and statistics necessary for conducting research in the field and in the library was done through face-to-face interviews with elites and also the distribution of questionnaires among managers and banking experts. The statistical sample of this research includes 20 private and public banks in the country. MATLAB program has been used to analyze the data by entering resource allocation information and genetic algorithm. Also, in designing the model of decision support system for allocating bank resources with the approach of genetic algorithm, the synthesis research method was used to analyze the data. The results showed that by combining neural networks based on time series and genetic algorithms, e-commerce companies can provide a high-precision model for predicting credit card customer failure based on customer financial transaction records. Also, using the time dependencies of customers' transactions in their credit scoring process can increase the accuracy of predicting the default process
Keywords
Decision Support System (DSS)
Resource allocation
Genetic Algorith
  1. موحد، علی اصغر، (1396) طراحی مدل تخصیص بهینه منابع در سیستم بانکداری ایران. فصلنامه مدلسازی اقتصادی سال یازدهم. شماره4. زمستان96. صفحه های 115-136
  2. کردرستمی، سهراب. (1395) تخصیص بهینه‌منابع در بانک‌ها را با استفاده از مدل سیستم‌های تولیدی با خطوط تولید موازی. فصلنامه علمی پژوهشی دانش سرمایه. سال دوم.شماره پنجم
  3. علیرضا ناصر صدرآبادی، فائزه اسدیان اردکانی (1394) ”طراحی یک سیستم پشتیبان تصمیم برای تخصیص نیروی انسانی“ دوره 5، شماره 3 صص222- 203
  4. محمدتقی تقوی فرد، (1396) "طراحی و توسعه ی سیستم پشتیبانی تصمیم گیری برای رتبه بندی فنون نمونه سازی سریع و انتخاب بهترین فن در صنعت خودروسازی"مدیریت فناوری اطلاعات دانشکده مدیریت دانشگاه تهران دوره5، شماره2 صص22-1
  5. شکری. مهدی (1397)، بانکداری نوین ضرورتی در خردنگری بانکداری، مجله تازه های اقتصاد، شماره 102، بانک مرکزی ایران.
  6. منوّریان. علی و نیازی. نوذر (1395) منابع مؤثر و توانا سازی کارکنان سازمان مدیریت و برنامه ریزی، سومین کنفرانس توسعه منابع انسانی.
  7. هدایتی. محمد جواد (1396). بررسی وضعیت تمرکز و عدم تمرکز در ساختار تصمیم گیری جهاد دانشگاهی و طراحی الگوی بهینه، پایان نامه کارشناسی ارشد.
  8. هومن. علی (1396) شناسایی مهمترین موانع توانمندسازی و تأثیر آن برسطح توانمندی کارکنان، پایان نامه کارشناسی ارشد.
  9. نظرپور، محمدنقی. (1396) بازار سرمایه و کمک به غربال‌گری جهت تخصیص منابع مالی در بانکداری اسلامی. دو فصلنامه علمی پژوهشی جستارهای اقتصادی ایران. سال11. ش22. صفحه های 45-65
  10. حسن زاده، علیرضا،رضاعسگری مقدم واقدس اکبری. (1393) طراحی یک سیستم پشتیبان تصمیم‌گیری برای کتابخانه مرکزی دانشگاه تربیت مدرس. فصلنامه علمی پژوهشی پژوهشگاه علوم وفناوری اطلاعات ایران
  11. رمضانی، علی. (1395). بررسی عوامل موثر بر تجهیز منابع بانک سپه استان گلستان. پایان نامه کارشناسی ارشد، دانشکده علوم انسانی و اجتماعی، دانشگاه مازندران
  12. یزدانی دهنوی، محسن. (1394). مولفه های موثر بر موفقیت بانک ها و موسسات مالی در تجهیز منابع پولی. مجله مدیر ساز، شماره17
  13. Aflatouni, Abbas, Nikbakht, Leily. (2020). Application of econometrics in accounting research, financial management and economic sciences, Termeh Publications, first edition, 108-23. (In Persian)
  14. Augenblick & Myers (2015). Calculation of the cost of an adequate education in Missouri using the professional judgment and the successful school district approaches. Report prepared for the Missouri
  15. Bacidore, J (2017) Search for Best Financial Performance Measure. Financial Analysts Journal, 10-20.
  16. Charms & Rhodes. (2018). Measuring the efficiency of decision making units. European journal of operational research, 2(6), 429-444.
  17. (2018). Reducing weight flexibility in data envelopment analysis. Journal of the Operational Research Society, 563-576.

6.                          Ekrami, Ahmad. (2019). Relationship between the quality of services received by employees of the organization and their ability to serve the customer (Master Thesis), Tehran, Allameh Tabatabaei University. (In Persian)7.                          Ezzati, Mitra, Naderi, Abolghasem. (2019). The Impact of Financial Resource Allocation Mechanisms on the Educational Performance of University Departments: A Case Study, University of Tehran, Quarterly Journal of Research and Planning in Higher Education, (52), 23-24. (In Persian)

  1. Haslem & Scheraga. (2016). Data envelopment analysis of Morningstar's large-cap mutual funds. Journal of Investing, 12(4), 41-48.

9.                          Hazrati. Majid. (2019). Investigating the Impact of Servant Leadership on Organizational Trust and Empowerment in Governmental Organizations, M.Sc. Thesis, University of Tehran. (In Persian)10.                      Hedayati. Mohammad Javad. (2017). Investigating the status of concentration and decentralization in the decision-making structure of academic jihad and designing the optimal model, master's thesis. (In Persian)

  1. (2020). resource allocation models construction for the reduction of undersirable outputs based on DEA methods, mathematical and computer modeling, 913-926.
  2. Imad, A. (2016). Methodology and Theory Measuring maintenance performance using a balanced scorecard approach. Journal of Quality in Maintenance Engineering, 12(2), 133-149.
  3. Lopes (2018). DEA investment strategy in the Brazilian stock market economics bulletin, 13(2), 1-10.
  4. Martin and Sutter. (2019). Measuring Efficeincy of German Football Teams by DEA, University of Innsbruck, Australia, 4-5.

15.                      Mesbahi Moghaddam. Maryam Sadat. (2016). Investigating the Feasibility of Establishing Electronic Banking in the Banking System of Iran from the Perspective of Managers and Certified Banking Employees, Trend Specialized Scientific Journal, Nos. 40-41, Central Bank of Iran. (In Persian)

  1. Saleh. (2017). Investigation and analysis of human resource empowerment factors in the West Regional Electricity Company and provide solutions for its development, Master Thesis. Institute of Management Research and Training. (In Persian)

17.                      Monavvarian. Ali, Niazi. Nozar. (2016). Effective Resources and Empowerment of Management and Planning Organization Staff, Third Human Resources Development Conference. (In Persian)

  1. Movahed, Ali Asghar, Abolhassani, Asghar, Pourkazemi, Mohammad Hossein, Mousavi Jahromi, Yeganeh. (2017). Designing an optimal resource allocation model in the Iranian banking system. Journal of Economic Modeling, 11 (40), 115-136. (In Persian)

19.                      Nahvi, Abuzar; Ghorbani, Mohammad; Saboohi, Mahmoud; Doorandish, Arash. (2021). Investigating the optimal composition of credit portfolio using light worm algorithm (Agricultural Bank Case Study), Iranian Journal of Applied Economic Studies, 10 (37), 53-97. (In Persian)20.                      Naser Sadrabadi, Alireza, Asadian Ardakani, Faezeh. (2015). Designing a Decision Support System for Human Resource Allocation, 5 (3), 222-203. (In Persian)21.                      Nazarpour, Mohammad Naqi (2017). Capital markets and screening assistance to allocate financial resources in Islamic banking. Two Quarterly Journal of Iranian Economic Research. 11 (22), 45-65. (In Persian)22.                      Pak Tint, Adib, Fathizadeh. Ali. (2018). Individual and Group Empowerment of Human Resources, The Second Iranian Human Resources Empowerment Conference, Tehran. (In Persian)

  1. (2018). A procedure for ranking efficient units in data envelopment analysis. Management Science, 39, 1261–1264.
  2. (2014). New Technology and Emerging Structures of Global Domination, Economic And Political Weekly, 57(35).

25.                      Ramezani, Ali (2016). Investigating the effective factors on equipping the resources of Sepah Bank in Golestan province. Master Thesis, Faculty of Humanities and Social Sciences, Mazandaran University. (In Persian)

  1. Seiford Zhu. (2015). Modeling undesirable factors in efficiency evaluation Eur, J, Oper. Res. 142, 16-20

27.                      Shokri. Mahdi. (2018). New Necessity Banking in Banking Rhetoric, Journal of Recent Economics, No. 102, Central Bank of Iran. (In Persian)28.                      Taqawi Fard, Mohammad Taqi (2017). Design and development of decision support system for ranking rapid prototyping techniques and selecting the best technique in the automotive industry, Information Technology Management, School of Management, University of Tehran, 5 (2), 22-1. (In Persian)29.                      Yazdani Dehnavi, Mohsen. (2015). Components affecting the success of banks and financial institutions in equipping monetary resources. Managing Director Magazine, No. 17. (In Persian)30.                      Zaribaf, Rasoul. (2017). Evaluation of the success rate of the decentralization plan in the National Bank of Zanjan province from the perspective of the managers of the executive staff, master's thesis, public training center of Zanjan province. (In Persian)