Застосування методів багатокритеріального аналізу у стратегічному плануванні діяльності фінансових установ
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Date
2018
Journal Title
Journal ISSN
Volume Title
Publisher
ДВНЗ «Київський національний економічний університет імені Вадима Гетьмана»
Abstract
Стратегічне планування діяльності фінансової установи як процес завжди передбачає прийняття багатьох стратегічних рішень, більшість з яких являють собою багатоцільові та багатокритеріальні завдання та які потребують максимальної ефективності та швидкості. У статті розглядаються традиційні та новітні методи прийняття багатокритеріальних рішень, їхня сутність, переваги та недоліки з позицій математичного аналізу та стратегічного планування, наведено порівняльний аналіз найбільш популярних з них.
Strategic planning process in a financial supposes plenty of strategic decisions making, most of which are multi-objective and multi-criteria ones requiring high efficiency, flexibility and speed. The articles considers a set of traditional and modern methods of multi-criteria analyses and optimization, their content, benefits and limitations, from mathematical analyses position and strategic planning, provides comparable analyses of the most popular methods. In the process of making such decisions, banks simultaneously evaluate a variety of options for many parameters, under such conditions, the best method of valuation is the method of multidimensional decision making, hereinafter — MCDM). Advantages of using these methods are as follows: they are universal for solving many types of tasks and give the price the opportunity to structure complex problems of evaluation; allow to lower the level of subjectivity and accelerate the decision-making process; ensure the harmonization of all evaluation criteria in a situation where these criteria and their respective objectives are conflicting. To date, there is a number of MCDM method, such methods include SAW, ELECTRE, TOPSIS, AHP, COPRAS, MAXMIN, MAXMAX, SMART, PROMETEE, each of which has its own differences and advantages. The indicated methods can be divided into three separate categories: cost estimation models; target and reference models; non-Arab model ability. The first group includes, in particular, SAW and AHP. Comparison with reference points or values is the basis of the methods TOPSIS, CORPAS, VIKOR, MOORA, ARAS. Indicative parameters are used in ELECTRE, NAIADE, PROMETEE methods. The use of this or that method depends largely on the type of problem, resource requirements, and the provision of post-control decisions.
Strategic planning process in a financial supposes plenty of strategic decisions making, most of which are multi-objective and multi-criteria ones requiring high efficiency, flexibility and speed. The articles considers a set of traditional and modern methods of multi-criteria analyses and optimization, their content, benefits and limitations, from mathematical analyses position and strategic planning, provides comparable analyses of the most popular methods. In the process of making such decisions, banks simultaneously evaluate a variety of options for many parameters, under such conditions, the best method of valuation is the method of multidimensional decision making, hereinafter — MCDM). Advantages of using these methods are as follows: they are universal for solving many types of tasks and give the price the opportunity to structure complex problems of evaluation; allow to lower the level of subjectivity and accelerate the decision-making process; ensure the harmonization of all evaluation criteria in a situation where these criteria and their respective objectives are conflicting. To date, there is a number of MCDM method, such methods include SAW, ELECTRE, TOPSIS, AHP, COPRAS, MAXMIN, MAXMAX, SMART, PROMETEE, each of which has its own differences and advantages. The indicated methods can be divided into three separate categories: cost estimation models; target and reference models; non-Arab model ability. The first group includes, in particular, SAW and AHP. Comparison with reference points or values is the basis of the methods TOPSIS, CORPAS, VIKOR, MOORA, ARAS. Indicative parameters are used in ELECTRE, NAIADE, PROMETEE methods. The use of this or that method depends largely on the type of problem, resource requirements, and the provision of post-control decisions.
Description
Keywords
стратегічне планування, методи багатокритеріальної оптимізації, SAW, ELECTRE, TOPSIS, COPRAS, PROMETEE, DEA, AHP, MULTIMOORA, Strategic planning, multi-criteria optimization methods, SAW, ELECTRE, TOPSIS, COPRAS, PROMETEE I,II, DEA, AHP, MULTIMOORA
Citation
Буряченко А. Є. Застосування методів багатокритеріального аналізу у стратегічному плануванні діяльності фінансових установ / Буряченко А. Є., Куць Н. В. // Економіка та підприємництво : зб. наук. пр. / М-во освіти і науки України, ДВНЗ «Київ. нац. екон. ун-т ім. Вадима Гетьмана» ; [редкол.: І. М. Рєпіна (відп. ред.) та ін.]. – Київ : КНЕУ, 2018. – № 41. – С. 224–236.