Pub Date : 2022-01-01DOI: 10.3844/jmssp.2022.101.105
S. H. Alshatri, Tara Aziz Sidiq
: Mathematics is one of the important subjects in school that can be used to measure a student's ability to learn and understand scientific equations. This study is done to determine the best method to teach mathematics and boost the sc1596-JMSSientific level of pupils in basic schools. The pupils’ contributions in grouping make the lesson easier and more enjoyable among them. The identified problem is teaching pupils in the group method and its goal is to improve the group method in teachers' views. The method is descriptive and data analysis. Our objective is to clarify the effectiveness of grouping among pupils in the first circle in basic schools because in teaching mathematics using the grouping method helps pupils understand the subject better. To illustrate, the findings not only facilitate the further understanding of grouping strategy but also provide the teachers with a useful teaching method and a clue that they should use while teaching because each teacher, who participated in the questionnaire compared to their previous experience, believes that the best way to teach mathematics is grouping method.
{"title":"The Effect of Grouping in Mathematics in Teachers’ Views for the First Circle in Primary Schools-Sulaymaniyah, Iraq","authors":"S. H. Alshatri, Tara Aziz Sidiq","doi":"10.3844/jmssp.2022.101.105","DOIUrl":"https://doi.org/10.3844/jmssp.2022.101.105","url":null,"abstract":": Mathematics is one of the important subjects in school that can be used to measure a student's ability to learn and understand scientific equations. This study is done to determine the best method to teach mathematics and boost the sc1596-JMSSientific level of pupils in basic schools. The pupils’ contributions in grouping make the lesson easier and more enjoyable among them. The identified problem is teaching pupils in the group method and its goal is to improve the group method in teachers' views. The method is descriptive and data analysis. Our objective is to clarify the effectiveness of grouping among pupils in the first circle in basic schools because in teaching mathematics using the grouping method helps pupils understand the subject better. To illustrate, the findings not only facilitate the further understanding of grouping strategy but also provide the teachers with a useful teaching method and a clue that they should use while teaching because each teacher, who participated in the questionnaire compared to their previous experience, believes that the best way to teach mathematics is grouping method.","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"18 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83697307","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-10-02DOI: 10.3844/JMSSP.2021.59.70
S. Horrigue
{"title":"Existence Results for a Class of Nonlinear Hadamard Fractional with p -Laplacian Operator Differential Equations","authors":"S. Horrigue","doi":"10.3844/JMSSP.2021.59.70","DOIUrl":"https://doi.org/10.3844/JMSSP.2021.59.70","url":null,"abstract":"","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"41 1","pages":"59-70"},"PeriodicalIF":0.3,"publicationDate":"2021-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83181412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.3844/JMSSP.2021.22.29
A. Taranto, Shahjahan Khan
Bi-directional Grid Constrained (BGC) Stochastic Processes (BGCSP) become more constrained the further they drift away from the origin or time axis are examined here. As they drift further away from the time axis, then the greater the likelihood of stopping, as if by two hidden reflective barriers. The theory of BGCSP is applied to a trading environment in which long and short trading is available. The stochastic differential equation of the Grid Trading Problem (GTP) is proposed, proved and its solution is simulated to derive new findings that can lead to further research in this area and the reduction of risk in portfolio management.
{"title":"Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading","authors":"A. Taranto, Shahjahan Khan","doi":"10.3844/JMSSP.2021.22.29","DOIUrl":"https://doi.org/10.3844/JMSSP.2021.22.29","url":null,"abstract":"Bi-directional Grid Constrained (BGC) Stochastic Processes (BGCSP) become more constrained the further they drift away from the origin or time axis are examined here. As they drift further away from the time axis, then the greater the likelihood of stopping, as if by two hidden reflective barriers. The theory of BGCSP is applied to a trading environment in which long and short trading is available. The stochastic differential equation of the Grid Trading Problem (GTP) is proposed, proved and its solution is simulated to derive new findings that can lead to further research in this area and the reduction of risk in portfolio management.","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"543 1","pages":"22-29"},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77126140","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.3844/jmssp.2021.59.60
P. Ascarelli
Email: ascarelli.p@gmail.com Abstract: Today the prime numbers π(x) contained under the number x appears to be somewhat overestimated by the logarithm integral function Li(x) and underestimated by the function x/ln(x), both originally proposed by Gauss around 1792-1796. However, a simple and accurate expression, relating Li(x) and π(x), may be derived using the data reported on the O.E.I.S. “Sequences”. This relation can also suggest the possibility that for very big numbers the Li(x) may oscillate around π(x).
{"title":"A Simple and Accurate Relation Between the Logarithm Integral Li(x) and the Primes Counting Function π(x) is Derived Making use of the O.E.I.S. Prime Numbers “Sequences”","authors":"P. Ascarelli","doi":"10.3844/jmssp.2021.59.60","DOIUrl":"https://doi.org/10.3844/jmssp.2021.59.60","url":null,"abstract":"Email: ascarelli.p@gmail.com Abstract: Today the prime numbers π(x) contained under the number x appears to be somewhat overestimated by the logarithm integral function Li(x) and underestimated by the function x/ln(x), both originally proposed by Gauss around 1792-1796. However, a simple and accurate expression, relating Li(x) and π(x), may be derived using the data reported on the O.E.I.S. “Sequences”. This relation can also suggest the possibility that for very big numbers the Li(x) may oscillate around π(x).","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"28 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88183376","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this study, a new method is proposed for generating families of the sum of the hazard functions for two distributions named the Σh distributions. This new family will help in the application of a wider range of life time data. Many new distributions, which are members of the family, are presented with emphasis on the Σh Exponential-Lomax distribution. Details and various statistical properties have been introduced. The maximum likelihood estimation for parameters of the Σh Exponential-Lomax distribution has also been discussed alongside Monte Carlo simulation study to assess the accuracy and the performance of the estimation procedure. Finally, the Σh Exponential-Lomax distribution has been fitted to a real data set to provide variability of its applicability.
{"title":"A New Family: Σh Distributions","authors":"R. Shalabi, Yasser M. Amer","doi":"10.3844/JMSSP.2021.1.12","DOIUrl":"https://doi.org/10.3844/JMSSP.2021.1.12","url":null,"abstract":"In this study, a new method is proposed for generating families of the sum of the hazard functions for two distributions named the Σh distributions. This new family will help in the application of a wider range of life time data. Many new distributions, which are members of the family, are presented with emphasis on the Σh Exponential-Lomax distribution. Details and various statistical properties have been introduced. The maximum likelihood estimation for parameters of the Σh Exponential-Lomax distribution has also been discussed alongside Monte Carlo simulation study to assess the accuracy and the performance of the estimation procedure. Finally, the Σh Exponential-Lomax distribution has been fitted to a real data set to provide variability of its applicability.","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"1 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89852232","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.3844/JMSSP.2021.44.49
Samah M. Abo-El-hadid
Email: s_aboelhadid@yahoo.com Samah_2999@yahoo.com Abstract: In this study, the nonparametric standard logistic density estimator, introduced by Abo-El-Hadid (2018), is extended to the bivariate case. The multiplicative standard logistic distribution is used as a kernel function to derive the bivariate kernel estimator. The statistical properties of the resulting estimator are studied, which are: The asymptotic bias, variance, Mean Squared Error (MSE) and Integrated Mean Squared Error (IMSE); also, the optimal bandwidth is obtained. A simulation study is introduced to investigate the performance of the proposed estimator with other estimators. We also apply the proposed estimator to a real data set to estimate the bivariate density of the planted and productive areas of wheat in Egypt.
{"title":"A Suggested Nonparametric Bivariate Logistic Density Estimator with Application on the Productivity of Egyptian Wheat during 2019/2020","authors":"Samah M. Abo-El-hadid","doi":"10.3844/JMSSP.2021.44.49","DOIUrl":"https://doi.org/10.3844/JMSSP.2021.44.49","url":null,"abstract":"Email: s_aboelhadid@yahoo.com Samah_2999@yahoo.com Abstract: In this study, the nonparametric standard logistic density estimator, introduced by Abo-El-Hadid (2018), is extended to the bivariate case. The multiplicative standard logistic distribution is used as a kernel function to derive the bivariate kernel estimator. The statistical properties of the resulting estimator are studied, which are: The asymptotic bias, variance, Mean Squared Error (MSE) and Integrated Mean Squared Error (IMSE); also, the optimal bandwidth is obtained. A simulation study is introduced to investigate the performance of the proposed estimator with other estimators. We also apply the proposed estimator to a real data set to estimate the bivariate density of the planted and productive areas of wheat in Egypt.","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"425 1","pages":"44-49"},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75732460","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.3844/jmssp.2021.61.72
S. Horrigue
Recently, fractional differential equations have been acquired much attention due to its applications in a number of fields such as physics, mechanics, chemistry, biology, signal and image processing, see for example the books (Baleanu et al., 2012; Kilbas et al., 2006; Lakshmikantham et al., 2009; Yang et al., 2015). Some recent works on fractional differential equations involving Riemann Liouville and Caputo-type fractional derivatives are studied using nonlinear analysis methods such as Krasnoselskii fixed-point Theorems (Agarwal and O'Regan, 1998; Ghanmi and Horrigue, 2018; Guo et al., 2007; Guo et al., 2008), Leray-Schauder alternative (Ghanmi and Horrigue, 2019; Qi et al., 2017), sub-solution and super-solution methods (Wang et al., 2019; Mâagli et al., 2015) and iterative techniques (Liu et al., 2013). Hadamard (1892) introduced an important fractional derivative, which differs from the above-mentioned ones because its definition involves logarithmic function of arbitrary exponent and named as Hadamard derivative. In the last few decades many authors are paying more and more attention to fractional differential equation involving Hadamard derivative, the study of the topic is still in its primary stage. For details and recent developments on Hadamard fractional differential equations, see (Huang and Liu, 2018; Wang et al., 2018; Zhai et al., 2018) and references therein. Recently, some researches have extensively interested in the study of the fractional differential equations with p-Laplacian operators see for examples (Chamekh et al., 2018; Ding et al., 2015). From the above review of the literature concerning fractional differential equations, most of the authors investigated only the existence of solutions or positive solutions for Hadamard fractional differential equations without considering the pi-Laplacian operator. A very few authors established results along with p-Laplacian operator, us example in (Wang and Wang, 2016), the authors considered the following nonlinear Hadamard fractional differential problem:
近年来，分数阶微分方程因其在物理、力学、化学、生物学、信号和图像处理等多个领域的应用而受到广泛关注，例如参见Baleanu et al.， 2012;基尔巴斯等人，2006;Lakshmikantham et al.， 2009;Yang等人，2015)。最近一些涉及Riemann Liouville和caputo型分数阶导数的分数阶微分方程的研究使用非线性分析方法，如Krasnoselskii不动点定理(Agarwal和O'Regan, 1998;Ghanmi and Horrigue, 2018;郭等，2007;Guo et al.， 2008)， Leray-Schauder alternative (Ghanmi and Horrigue, 2019;Qi et al.， 2017)、子解和超解方法(Wang et al.， 2019;m agli et al.， 2015)和迭代技术(刘等，2013)。Hadamard(1892)引入了一种重要的分数阶导数，与上述几种不同的是，它的定义涉及到任意指数的对数函数，称为Hadamard导数。近几十年来，涉及阿达玛尔导数的分数阶微分方程受到越来越多的学者的关注，但这一课题的研究还处于初级阶段。有关Hadamard分数阶微分方程的详细信息和最新进展，请参见(Huang and Liu, 2018;Wang et al.， 2018;Zhai et al.， 2018)及其参考文献。最近，一些研究对带p-拉普拉斯算子的分数阶微分方程的研究产生了广泛的兴趣，例如(Chamekh et al.， 2018;丁等人，2015)。从以上关于分数阶微分方程的文献回顾来看，大多数作者只研究了Hadamard分数阶微分方程解或正解的存在性，而没有考虑π -拉普拉斯算子。少数作者与p-拉普拉斯算子一起建立了结果，例如在(Wang and Wang, 2016)中，作者考虑了以下非线性Hadamard分数阶微分问题:
{"title":"Existence Results for a Class of Nonlinear Hadamard Fractional with p-Laplacian Operator Differential Equations","authors":"S. Horrigue","doi":"10.3844/jmssp.2021.61.72","DOIUrl":"https://doi.org/10.3844/jmssp.2021.61.72","url":null,"abstract":"Recently, fractional differential equations have been acquired much attention due to its applications in a number of fields such as physics, mechanics, chemistry, biology, signal and image processing, see for example the books (Baleanu et al., 2012; Kilbas et al., 2006; Lakshmikantham et al., 2009; Yang et al., 2015). Some recent works on fractional differential equations involving Riemann Liouville and Caputo-type fractional derivatives are studied using nonlinear analysis methods such as Krasnoselskii fixed-point Theorems (Agarwal and O'Regan, 1998; Ghanmi and Horrigue, 2018; Guo et al., 2007; Guo et al., 2008), Leray-Schauder alternative (Ghanmi and Horrigue, 2019; Qi et al., 2017), sub-solution and super-solution methods (Wang et al., 2019; Mâagli et al., 2015) and iterative techniques (Liu et al., 2013). Hadamard (1892) introduced an important fractional derivative, which differs from the above-mentioned ones because its definition involves logarithmic function of arbitrary exponent and named as Hadamard derivative. In the last few decades many authors are paying more and more attention to fractional differential equation involving Hadamard derivative, the study of the topic is still in its primary stage. For details and recent developments on Hadamard fractional differential equations, see (Huang and Liu, 2018; Wang et al., 2018; Zhai et al., 2018) and references therein. Recently, some researches have extensively interested in the study of the fractional differential equations with p-Laplacian operators see for examples (Chamekh et al., 2018; Ding et al., 2015). From the above review of the literature concerning fractional differential equations, most of the authors investigated only the existence of solutions or positive solutions for Hadamard fractional differential equations without considering the pi-Laplacian operator. A very few authors established results along with p-Laplacian operator, us example in (Wang and Wang, 2016), the authors considered the following nonlinear Hadamard fractional differential problem:","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"139 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86620389","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.3844/JMSSP.2021.13.21
H. Zahed, L. Alnaser
The objective of this paper is the study the following nonlinear elliptic problem involving a weight function:-div(a(x)∇υ) = f(x, u) in Ω and u = 0 on ∂Ω (P)where, Ω is a regular bounded subset and ℝN ≥ 2, a(x) is a nonnegative function and f(x, t) is allowed to be sign-changing. We employ variational techniques to prove the existence of a nontrivial solution for the problem (P), under some suitable assumptions, when the nonlinearity is asymptotically linear. Then, we prove by the same method the existence of positive solution when the function f is superlinear and subcritical at infinity.
{"title":"Elliptic Weighted Problem with Indefinite Asymptotically Linear Nonlinearity","authors":"H. Zahed, L. Alnaser","doi":"10.3844/JMSSP.2021.13.21","DOIUrl":"https://doi.org/10.3844/JMSSP.2021.13.21","url":null,"abstract":"The objective of this paper is the study the following nonlinear elliptic problem involving a weight function:-div(a(x)∇υ) = f(x, u) in Ω and u = 0 on ∂Ω (P)where, Ω is a regular bounded subset and ℝN ≥ 2, a(x) is a nonnegative function and f(x, t) is allowed to be sign-changing. We employ variational techniques to prove the existence of a nontrivial solution for the problem (P), under some suitable assumptions, when the nonlinearity is asymptotically linear. Then, we prove by the same method the existence of positive solution when the function f is superlinear and subcritical at infinity.","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"115 1","pages":"13-21"},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79125394","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.3844/jmssp.2021.30.43
J. K. Pati, D. Bhukta, P. Panda
Corresponding Author: Jitendra Kumar Pati Department of Math, C.V. Raman Global University, Bhubaneswar, Odisha, India Email: jkpati2015@gmail.com Abstract: In this study authors discuss oscillatory property of Euler Cauchy Equation with heaviside step function of a bulge function in respect of homogenous and non homogenous output over different time intervals through general solution using Transform method.
{"title":"Oscillatory Behavior of Euler Cauchy Equation with Heaviside Step Function of a Bulge Function Over Various Time Domain","authors":"J. K. Pati, D. Bhukta, P. Panda","doi":"10.3844/jmssp.2021.30.43","DOIUrl":"https://doi.org/10.3844/jmssp.2021.30.43","url":null,"abstract":"Corresponding Author: Jitendra Kumar Pati Department of Math, C.V. Raman Global University, Bhubaneswar, Odisha, India Email: jkpati2015@gmail.com Abstract: In this study authors discuss oscillatory property of Euler Cauchy Equation with heaviside step function of a bulge function in respect of homogenous and non homogenous output over different time intervals through general solution using Transform method.","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"1 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82831087","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-01-01DOI: 10.3844/jmssp.2021.88.95
Hassan Kablay, Victor Gumbo
Corresponding Author: Hassan Kablay Department of Mathematics, University of Botswana, Private Bag UB00704, Gaborone, Botswana Email: hassankablay@gmail.com Abstract: Bank performance is critical to the banking sector and the economy as a whole. In this study, Multiple Linear Regression (MLR) technique and feed forward Neural Network (NN) are used to predict the performance of 11 banks in Botswana. Return on Assets (RoA) is used as the dependent variable, while management quality, credit risk, liquidity, financial leverage and capital adequacy are used as the independent variables. The data is sourced from the financial reports for the year range 2015-2019. When using MLR, the cost-to-income (C_I) ratio (management quality measure) and the loan loss provision to total loans (LLP_TL) ratio (credit risk measure) are found to be the two most significant drivers of bank performance. The NN has an R value of 84.37% which is significantly higher than the R value of 70.00% for the MLR. The cost-to income ratio is found to be the most important driver of the NN. The performance of the two methods (MLR and NN) is then assessed using the Mean Absolute Error (MAE) and Mean Square Error (MSE) as the performance indicators. When using the validation sample, it was found out that the MLR has a MAE of 0.00611 while the NN has a MAE of 0.00472. The MLR has a MSE of 0.00008 in comparison to the NN with a lower MSE of 0.00004. It was then concluded that the NN has better predictive abilities than the MLR.
通讯作者:Hassan Kablay博茨瓦纳大学数学系，Private Bag UB00704，哈博罗内，博茨瓦纳电子邮件:hassankablay@gmail.com摘要:银行绩效对银行业和整个经济至关重要。本研究采用多元线性回归(MLR)技术和前馈神经网络(NN)对博茨瓦纳11家银行的业绩进行了预测。以资产收益率(RoA)为因变量，以管理质量、信用风险、流动性、财务杠杆和资本充足率为自变量。数据来源于2015-2019年的财务报告。当使用MLR时，发现成本收入(C_I)比率(管理质量度量)和贷款损失拨备与总贷款(LLP_TL)比率(信用风险度量)是银行绩效的两个最重要的驱动因素。NN的R值为84.37%，显著高于MLR的R值70.00%。发现成本收入比是神经网络最重要的驱动因素。然后使用平均绝对误差(MAE)和均方误差(MSE)作为性能指标评估两种方法(MLR和NN)的性能。当使用验证样本时，发现MLR的MAE为0.00611，而NN的MAE为0.00472。MLR的MSE为0.00008，而NN的MSE较低，为0.00004。然后得出结论，神经网络比MLR具有更好的预测能力。
{"title":"Comparison of Multiple Linear Regression and Neural Network Models in Bank Performance Prediction in Botswana","authors":"Hassan Kablay, Victor Gumbo","doi":"10.3844/jmssp.2021.88.95","DOIUrl":"https://doi.org/10.3844/jmssp.2021.88.95","url":null,"abstract":"Corresponding Author: Hassan Kablay Department of Mathematics, University of Botswana, Private Bag UB00704, Gaborone, Botswana Email: hassankablay@gmail.com Abstract: Bank performance is critical to the banking sector and the economy as a whole. In this study, Multiple Linear Regression (MLR) technique and feed forward Neural Network (NN) are used to predict the performance of 11 banks in Botswana. Return on Assets (RoA) is used as the dependent variable, while management quality, credit risk, liquidity, financial leverage and capital adequacy are used as the independent variables. The data is sourced from the financial reports for the year range 2015-2019. When using MLR, the cost-to-income (C_I) ratio (management quality measure) and the loan loss provision to total loans (LLP_TL) ratio (credit risk measure) are found to be the two most significant drivers of bank performance. The NN has an R value of 84.37% which is significantly higher than the R value of 70.00% for the MLR. The cost-to income ratio is found to be the most important driver of the NN. The performance of the two methods (MLR and NN) is then assessed using the Mean Absolute Error (MAE) and Mean Square Error (MSE) as the performance indicators. When using the validation sample, it was found out that the MLR has a MAE of 0.00611 while the NN has a MAE of 0.00472. The MLR has a MSE of 0.00008 in comparison to the NN with a lower MSE of 0.00004. It was then concluded that the NN has better predictive abilities than the MLR.","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"25 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82479355","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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