Mining a commercial banking data set: the saintetiq approach

2005 ◽  
Author(s):  
R. Saint-Paul ◽  
G. Raschia ◽  
N. Mouaddib
Keyword(s):  
Commercial Banking ◽  
Data Set

Recognizing nonmonotonicity of exogenous determinants in a stochastic profit efficiency framework: have banks overinvested in IT capital?

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Navendu Prakash ◽  
Shveta Singh ◽  
Seema Sharma
Keyword(s):  
Credit Risk ◽  
Banking Sector ◽  
Commercial Banking ◽  
Profit Efficiency ◽  
Data Set ◽  
Loan Default ◽  
Content Type ◽  
Scale Parameters ◽  
The Impact ◽  
Nonmonotonic Effects

PurposeThe purpose of this study is to explore and evaluate potential nonmonotonicity in the determinants of profit efficiency, specifically IT and R&D investments in the Indian commercial banking sector.Design/methodology/approachThe study employs an alternative stochastic profit efficiency framework and introduces nonmonotonic effects by parameterizing the location and scale parameters of the inefficiency component on an unbalanced panel data set of 72 commercial banks in the 2008–2019 period. Marginal effects across quartiles are calculated using a bias-corrected and accelerated bootstrap procedure of 500 simulations. The study disaggregates across ownership and size for gauging the impact of structure on the associations between determinants of profit efficiency.FindingsThe study partially rejects the productivity paradox as it discovers a negative association of IT and R&D with profit inefficiency. However, the observed nonmonotonicity of IT is of significance for bank managers, as the study concludes that overinvestment in IT is detrimental to a bank’s profit-maximizing interests. Further, bank size, loan default and credit risk depict a nonmonotonic relationship across the sample with large banks, high NPAs and high credit risk associated with reducing profit efficiency. In addition, higher margins and greater diversification are related positively to efficiency, and banks with cost-heavy structures or having high liquidity risk associated negatively with efficiency.Originality/valueTo the best knowledge of the authors, the study is perhaps the first to acknowledge and incorporate nonmonotonic associations of IT investments amidst other exogenous determinants under a stochastic profit efficiency framework.

scholarly journals Profitability and Risk in Relation to Income Diversification of Vietnamese Commercial Banking System

2016 ◽  
Vol 23 (02) ◽  
pp. 61-76
Author(s):  
Vinh Vo Xuan ◽  
Mai Tran Thi Phuong
Keyword(s):  
Panel Data ◽  
Empirical Evidence ◽  
Commercial Banks ◽  
Lower Risk ◽  
Banking System ◽  
Commercial Banking ◽  
Bank Risk ◽  
Income Diversification ◽  
Data Set ◽  
The Impact

Employing a panel data set including 37 joint-stock commercial banks covering the period from 2006 to 2013, this paper investigates the impact of income diversification on bank risk and returns. Our results show that increased income diversification results in higher rates of bank returns. However, when risk is considered, the increased income diversification leads to lower risk-adjusted returns. Empirical evidence also shows that the income diversification is not beneficial to joint-stock commercial banks in Vietnam.

Dividend policy in Norwegian banking before 1914

2011 ◽  
Vol 18 (2) ◽  
pp. 217-241 ◽  
Author(s):  
Lars Fredrik Øksendal
Keyword(s):  
Commercial Banks ◽  
Dividend Policy ◽  
Banking System ◽  
Commercial Banking ◽  
Strong Preference ◽  
Set Covering ◽  
Securities Markets ◽  
Data Set ◽  
Unique Data ◽  
Set Up

This article discusses the dividend strategy adopted by Norwegian commercial banks before 1914. Based on a unique data set covering all banks in the period 1882– 1913 as well as six other institutions for the pre-1882 period, I identify the existence of a strong bias towards the payment of high and stable dividends to shareholders. The origins of such bias lie in the specific institutional set-up of commercial banking, the expectations of shareholders and the absence of developed securities markets. Combined with a strong preference for high gearing, this feature contributed to increase the fragility of the Norwegian banking system.

Rotational Characteristics of the Green Solar Corona: 1947-1991

1994 ◽  
Vol 144 ◽  
pp. 139-141 ◽  
Author(s):  
J. Rybák ◽  
V. Rušin ◽  
M. Rybanský
Keyword(s):  
Solar Corona ◽  
World Wide ◽  
Rotation Period ◽  
Original Data ◽  
Coronal Emission ◽  
Time Intervals ◽  
Data Set ◽  
The World ◽  
Coronal Emission Line ◽  
Homogeneous Data

AbstractFe XIV 530.3 nm coronal emission line observations have been used for the estimation of the green solar corona rotation. A homogeneous data set, created from measurements of the world-wide coronagraphic network, has been examined with a help of correlation analysis to reveal the averaged synodic rotation period as a function of latitude and time over the epoch from 1947 to 1991.The values of the synodic rotation period obtained for this epoch for the whole range of latitudes and a latitude band ±30° are 27.52±0.12 days and 26.95±0.21 days, resp. A differential rotation of green solar corona, with local period maxima around ±60° and minimum of the rotation period at the equator, was confirmed. No clear cyclic variation of the rotation has been found for examinated epoch but some monotonic trends for some time intervals are presented.A detailed investigation of the original data and their correlation functions has shown that an existence of sufficiently reliable tracers is not evident for the whole set of examinated data. This should be taken into account in future more precise estimations of the green corona rotation period.

Difference Fourier Analysis of Glucose Embedded and Frozen Hydrated Purple Membrane

1982 ◽  
Vol 40 ◽  
pp. 74-75
Author(s):  
Jules S. Jaffe ◽  
Robert M. Glaeser
Keyword(s):  
Purple Membrane ◽  
Data Set ◽  
High Resolution Data ◽  
X Ray ◽  
X Ray Crystallography ◽  
Fourier Techniques ◽  
Versus Protein ◽  
The Difference ◽  
Difference Fourier ◽  
Ideal Method

Although difference Fourier techniques are standard in X-ray crystallography it has only been very recently that electron crystallographers have been able to take advantage of this method. We have combined a high resolution data set for frozen glucose embedded Purple Membrane (PM) with a data set collected from PM prepared in the frozen hydrated state in order to visualize any differences in structure due to the different methods of preparation. The increased contrast between protein-ice versus protein-glucose may prove to be an advantage of the frozen hydrated technique for visualizing those parts of bacteriorhodopsin that are embedded in glucose. In addition, surface groups of the protein may be disordered in glucose and ordered in the frozen state. The sensitivity of the difference Fourier technique to small changes in structure provides an ideal method for testing this hypothesis.

Algorithms for automated montage synthesis of images from laser-scanning confocal microscopes

1995 ◽  
Vol 53 ◽  
pp. 650-651
Author(s):  
D. E. Becker
Keyword(s):  
Image Analysis ◽  
High Resolution ◽  
Laser Scanning ◽  
Cell Counting ◽  
Wide Area ◽  
Data Set ◽  
Computational Synthesis ◽  
Automated Cell Counting ◽  
Partial View ◽  
The Individual

An efficient, robust, and widely-applicable technique is presented for computational synthesis of high-resolution, wide-area images of a specimen from a series of overlapping partial views. This technique can also be used to combine the results of various forms of image analysis, such as segmentation, automated cell counting, deblurring, and neuron tracing, to generate representations that are equivalent to processing the large wide-area image, rather than the individual partial views. This can be a first step towards quantitation of the higher-level tissue architecture. The computational approach overcomes mechanical limitations, such as hysterisis and backlash, of microscope stages. It also automates a procedure that is currently done manually. One application is the high-resolution visualization and/or quantitation of large batches of specimens that are much wider than the field of view of the microscope.The automated montage synthesis begins by computing a concise set of landmark points for each partial view. The type of landmarks used can vary greatly depending on the images of interest. In many cases, image analysis performed on each data set can provide useful landmarks. Even when no such “natural” landmarks are available, image processing can often provide useful landmarks.

Merging of electron-diffraction intensities acquired with a slow-scan CCD camera of crotoxin complex crystals to 3.5Å resolution

1994 ◽  
Vol 52 ◽  
pp. 104-105
Author(s):  
Jaap Brink ◽  
Wah Chiu
Keyword(s):  
Electron Diffraction ◽  
Ccd Camera ◽  
Crystal Thickness ◽  
Local Contrast ◽  
Camera Model ◽  
Data Set ◽  
3 Dimensional ◽  
Diffraction Mode ◽  
Diffraction Patterns ◽  
Complex Crystals

Crotoxin complex is the principal neurotoxin of the South American rattlesnake, Crotalus durissus terrificus and has a molecular weight of 24 kDa. The protein is a heterodimer with subunit A assigneda chaperone function. Subunit B carries the lethal activity, which is exerted on both sides ofthe neuro-muscular junction, and which is thought to involve binding to the acetylcholine receptor. Insight in crotoxin complex’ mode of action can be gained from a 3 Å resolution structure obtained by electron crystallography. This abstract communicates our progress in merging the electron diffraction amplitudes into a 3-dimensional (3D) intensity data set close to completion. Since the thickness of crotoxin complex crystals varies from one crystal to the other, we chose to collect tilt series of electron diffraction patterns after determining their thickness. Furthermore, by making use of the symmetry present in these tilt data, intensities collected only from similar crystals will be merged.Suitable crystals of glucose-embedded crotoxin complex were searched for in the defocussed diffraction mode with the goniometer tilted to 55° of higher in a JEOL4000 electron cryo-microscopc operated at 400 kV with the crystals kept at -120°C in a Gatan 626 cryo-holder. The crystal thickness was measured using the local contrast of the crystal relative to the supporting film from search-mode images acquired using a 1024 x 1024 slow-scan CCD camera (model 679, Gatan Inc.).

Three-dimensional image analysis and visualization in confocal light microscopy

1993 ◽  
Vol 51 ◽  
pp. 158-159
Author(s):  
J. K. Samarabandu ◽  
R. Acharya ◽  
D. R. Pareddy ◽  
P. C. Cheng
Keyword(s):  
Depth Perception ◽  
Computer Graphic ◽  
Three Dimensional ◽  
Cellular Organization ◽  
Data Set ◽  
Computational Burden ◽  
Interactive Operation ◽  
Cell Organization ◽  
Confocal Images ◽  
3D Digitization

In the study of cell organization in a maize meristem, direct viewing of confocal optical sections in 3D (by means of 3D projection of the volumetric data set, Figure 1) becomes very difficult and confusing because of the large number of nucleus involved. Numerical description of the cellular organization (e.g. position, size and orientation of each structure) and computer graphic presentation are some of the solutions to effectively study the structure of such a complex system. An attempt at data-reduction by means of manually contouring cell nucleus in 3D was reported (Summers et al., 1990). Apart from being labour intensive, this 3D digitization technique suffers from the inaccuracies of manual 3D tracing related to the depth perception of the operator. However, it does demonstrate that reducing stack of confocal images to a 3D graphic representation helps to visualize and analyze complex tissues (Figure 2). This procedure also significantly reduce computational burden in an interactive operation.

Identifying groups of airborne particles by ordination

1994 ◽  
Vol 52 ◽  
pp. 856-857
Author(s):  
M. Shlepr ◽  
C. M. Vicroy
Keyword(s):  
Elemental Analysis ◽  
Energy Dispersive Spectroscopy ◽  
Manufacturing Process ◽  
Spatial Representation ◽  
Airborne Particles ◽  
Common Source ◽  
Data Set ◽  
Microelectronics Industry ◽  
Induced Changes ◽  
Source Materials

The microelectronics industry is heavily tasked with minimizing contaminates at all steps of the manufacturing process. Particles are generated by physical and/or chemical fragmentation from a mothersource. The tools and macrovolumes of chemicals used for processing, the environment surrounding the process, and the circuits themselves are all potential particle sources. A first step in eliminating these contaminants is to identify their source. Elemental analysis of the particles often proves useful toward this goal, and energy dispersive spectroscopy (EDS) is a commonly used technique. However, the large variety of source materials and process induced changes in the particles often make it difficult to discern if the particles are from a common source.Ordination is commonly used in ecology to understand community relationships. This technique usespair-wise measures of similarity. Separation of the data set is based on discrimination functions. Theend product is a spatial representation of the data with the distance between points equaling the degree of dissimilarity.

EMCAT: An automatic image-processing system for electron-microscopic tomography

1994 ◽  
Vol 52 ◽  
pp. 418-419
Author(s):  
Weiping Liu ◽  
John W. Sedat ◽  
David A. Agard
Keyword(s):  
Image Processing ◽  
Structural Information ◽  
Imaging Technique ◽  
Three Dimensional ◽  
Processing System ◽  
Electron Microscopic ◽  
Data Set ◽  
Ordered Structures ◽  
Automatic Image Processing ◽  
Em Tomography

Any real world object is three-dimensional. The principle of tomography, which reconstructs the 3-D structure of an object from its 2-D projections of different view angles has found application in many disciplines. Electron Microscopic (EM) tomography on non-ordered structures (e.g., subcellular structures in biology and non-crystalline structures in material science) has been exercised sporadically in the last twenty years or so. As vital as is the 3-D structural information and with no existing alternative 3-D imaging technique to compete in its high resolution range, the technique to date remains the kingdom of a brave few. Its tedious tasks have been preventing it from being a routine tool. One keyword in promoting its popularity is automation: The data collection has been automated in our lab, which can routinely yield a data set of over 100 projections in the matter of a few hours. Now the image processing part is also automated. Such automations finish the job easier, faster and better.

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