scholarly journals Method of Constructing the Fuzzy Regression Model of Bank Competitiveness

2018 ◽  
Vol 7 (2) ◽  
pp. 139-164 ◽  
Author(s):  
Liudmyla Malyaretz ◽  
Oleksandr Dorokhov ◽  
Liudmyla Dorokhova

Abstract The paper substantiates the need to consider economic efficiency indicators of bank activity as fuzzy quantities. Formulations of the problem of fuzzy regression analysis and modelling, available in literary sources, have been analyzed. Three main approaches to the fuzzy regression analysis are presented. The general mathematical and meaningful formulation of problem of a fuzzy multivariate regression analysis for commercial bank competitiveness has been proposed. Sequence of its solutions is described. The example of numerical computations for one of the large Ukrainian banks is given. Results of obtained solution were analyzed from the standpoint of reliability, accuracy and compared against the classical crisp regression analysis. Finishing steps for obtaining final accurate numerical results of solution process are described. In summary, convincing arguments concerning the expediency of application of this approach to the problem of determining the competitiveness of banks are formulated and presented.

2019 ◽  
Vol 2019 ◽  
pp. 1-9 ◽  
Author(s):  
Pingping Gao ◽  
Yabin Gao

This paper presents a fuzzy regression analysis method based on a general quadrilateral interval type-2 fuzzy numbers, regarding the data outlier detection. The Euclidean distance for the general quadrilateral interval type-2 fuzzy numbers is provided. In the sense of Euclidean distance, some parameter estimation laws of the type-2 fuzzy linear regression model are designed. Then, the data outlier detection-oriented parameter estimation method is proposed using the data deletion-based type-2 fuzzy regression model. Moreover, based on the fuzzy regression model, by using the root mean squared error method, an impact evaluation rule is designed for detecting data outlier. An example is finally provided to validate the presented methods.


2020 ◽  
Vol 10 (19) ◽  
pp. 6726
Author(s):  
Hye-Young Jung ◽  
Woo-Joo Lee ◽  
Seung Hoe Choi

This paper proposes a hybrid estimation algorithm for independently estimating the response function for the center and the response function for the spread in fuzzy regression model. The proposed algorithm combines the least absolute deviations estimation with discriminant analysis. In addition, the F-transform is used to convert spreads of the dependent variable into several groups. Two examples show that our method is superior to the existing methods based on the fuzzy regression model that assumes the same function for spread and center.


2020 ◽  
Vol 7 (Supplement_1) ◽  
pp. S785-S786
Author(s):  
Robert Tipping ◽  
Jiejun Du ◽  
Maria C Losada ◽  
Michelle L Brown ◽  
Katherine Young ◽  
...  

Abstract Background In the RESTORE-IMI 2 trial, imipenem/cilastatin/relebactam (IMI/REL) was non-inferior to PIP/TAZ for treating hospital-acquired/ventilator-associated bacterial pneumonia (HABP/VABP) in the primary endpoint of Day 28 all-cause mortality (D28 ACM) and the key secondary endpoint of clinical response (CR) at early follow-up (EFU; 7-14 d after end of therapy). We performed a multivariate regression analysis to determine independent predictors of treatment outcomes in this trial. Methods Randomized, controlled, double-blind, phase 3, non-inferiority trial comparing IMI/REL 500 mg/250 mg vs PIP/TAZ 4 g/500 mg, every 6 h for 7-14 d, in adult patients (pts) with HABP/VABP. Stepwise-selection logistic regression modeling was used to determine independent predictors of D28 ACM and favorable CR at EFU, in the MITT population (randomized pts with ≥1 dose of study drug, except pts with only gram-positive cocci at baseline). Baseline variables (n=19) were pre-selected as candidates for inclusion (Table 1), based on clinical relevance. Variables were added to the model if significant (p < 0.05) and removed if their significance was reduced (p > 0.1) by addition of other variables. Results Baseline variables that met criteria for significant independent predictors of D28 ACM and CR at EFU in the final selected regression model are in Fig 1 and Fig 2, respectively. As expected, APACHE II score, renal impairment, elderly age, and mechanical ventilation were significant predictors for both outcomes. Bacteremia and P. aeruginosa as a causative pathogen were predictors of unfavorable CR, but not of D28 ACM. Geographic region and the hospital service unit a patient was admitted to were found to be significant predictors, likely explained by their collinearity with other variables. Treatment allocation (IMI/REL vs PIP/TAZ) was not a significant predictor for ACM or CR; this was not unexpected, since the trial showed non-inferiority of the two HABP/VABP therapies. No interactions between the significant predictors and treatment arm were observed. Conclusion This analysis validated known predictors for mortality and clinical outcomes in pts with HABP/VABP and supports the main study results by showing no interactions between predictors and treatment arm. Table 1. Candidate baseline variables pre-selected for inclusion Figure 1. Independent predictors of greater Day 28 all-cause mortality (MITT population; N=531) Figure 2. Independent predictors of favorable clinical response at EFU (MITT population; N=531) Disclosures Robert Tipping, MS, Merck & Co., Inc. (Employee, Shareholder) Jiejun Du, PhD, Merck & Co., Inc. (Employee, Shareholder) Maria C. Losada, BA, Merck & Co., Inc. (Employee, Shareholder) Michelle L. Brown, BS, Merck & Co., Inc. (Employee, Shareholder) Katherine Young, MS, Merck & Co., Inc. (Employee, Shareholder)Merck & Co., Inc. (Employee, Shareholder) Joan R. Butterton, MD, Merck & Co., Inc. (Employee, Shareholder) Amanda Paschke, MD MSCE, Merck & Co., Inc. (Employee, Shareholder) Luke F. Chen, MBBS MPH MBA FRACP FSHEA FIDSA, Merck & Co., Inc. (Employee, Shareholder)Merck & Co., Inc. (Employee, Shareholder)


2020 ◽  
Vol 41 (Supplement_2) ◽  
Author(s):  
T Kuznetsova ◽  
M Druzhilov

Abstract Objective Arterial hypertension (HTN) is one of the most common diseases associated with obesity. Visceral obesity (VO) with dysfunctional visceral adipose tissue plays the main role in obesity induced HTN. Direct criteria of VO including echocardiographic epicardial fat thickness (EFT) may become an additional predictor of HTN. Purpose The aim was to assess the role of echocardiographic EFT (EEFT) as a predictor of HTN in normotensive patients with abdominal obesity (AO). Methods 526 normotensive men (according to ambulatory blood pressure monitoring (ABPM) without therapy) with AO (waist circumference (WC) >94 cm) and SCORE <5%, without cardiovascular diseases and diabetes mellitus were examined (age 45.1±5.0 years). The lipid and glucose profiles, creatinine, uric acid and C-reactive protein blood levels, albuminuria evaluation, echocardiography, carotid ultrasound, bifunctional ABPM were performed. The values of EEFT ≥75 percentile for persons 35–45 years and 46–55 years were 4.8 mm and 5.8 mm respectively. These values used as epicardial VO criteria. Patients with subclinical carotid atherosclerosis due to the lipid-lowering therapy administration (n=98) were excluded from the follow-up. Re-examination with ABPM was conducted on average through 46.3±5.1 months. Data were summarized as mean ± standard error, statistical analysis conducted with paired two-tailed t-tests, Pearson χ2 criterion and multivariate regression analysis. Results Data of 406 persons were available for analysis. HTN as average daily blood pressure ≥130/80 mm Hg was detected in 157 (38.7%) patients. These patients were characterized by initially higher values of age (45.9±4.6 years vs 44.3±4.9 years, p<0.001), waist circumference (106.9±7.3 cm vs 104.2±7.3 cm, p<0.001), body mass index (BMI) (32.0±3.3 kg/m2 vs 30.9±3.2 kg/m2, p<0.001), average daily systolic and diastolic blood pressure (120.7/74.5±4.6/3.4 mm Hg vs 118.2/73.2±5.5/3.9 mm Hg, p<0.001), EEFT (5.2±0.7 mm vs 4.4±1.0 mm, p<0.001). The epicardial VO was initially detected in 95 (23.3%) patients. In patients with HTN the initial prevalence of epicardial VO was greater (58.0% vs 23.3%, p<0.001). As predictors for the multivariate regression analysis the clinical and laboratory examinations data and EEFT were evaluated. According to the results a mathematical model for estimating the probability HTN was obtained: 0.696*fasting blood glucose + 0.198*systolic BP + 2.844*EFT – 40.166 (constant). Among these predictors EEFT was characterized by the highest standardized regression coefficient (0.302, p<0.001) (0.295, p<0.01 for fasting blood glucose, 0.035, p<0.001 for systolic BP). The Hosmer-Lemeshow test value was 0.863, the total percentage of correct classifications was 86%, the area under the ROC-curve was 0.913. Conclusions EEFT (4.8 mm for persons 35–45 years and 5.8 mm for persons 46–55 years) may be an additional predictor of HTN in normotensive patients with AO. Funding Acknowledgement Type of funding source: None


2020 ◽  
Vol 41 (Supplement_2) ◽  
Author(s):  
S Murai ◽  
T Sugiura ◽  
Y Dohi ◽  
H Takase ◽  
T Mizoguchi ◽  
...  

Abstract Background Pulmonary function is known to decrease with age and reduced pulmonary function has been reported to be associated with all-cause mortality and cardiovascular death. The association between pulmonary impairment and atherosclerosis was reported previously but has not been investigated sufficiently in the general population. Purpose We hypothesized that arterial stiffness could reflect increase of cardiac load and reduced pulmonary function. The present study aimed to investigate whether increased cardiac load and reduced pulmonary function could affect arterial stiffness in the general population. Methods Subjects undergoing their health check-up were enrolled. Plasma B-type natriuretic peptide (BNP) levels and serum high-sensitivity cardiac troponin I (hs-cTnI) levels were measured to evaluate cardiac load and myocardial damage. Radial augmentation index (rAI) was measured to investigate arterial stiffness using HEM-9000AI device. Subjects with an ST-T segment abnormality on the electrocardiogram, renal insufficiency, cancer, active inflammatory disease, or a history of cardiovascular events and pulmonary disease were excluded. Pulmonary function was assessed using spirometry by calculating forced vital capacity (FVC) as a percentage of predicted value (FVC%-predicted), forced expiratory volume in 1 second (FEV1) as a percentage of predicted value (FEV1%-predicted), and the ratio of FEV1 to FVC (FEV1/FVC). Results A total of 1100 subjects aged 57 years were enrolled and their median values of BNP and hs-cTnI were 15.5 and 2.3 pg/ml. The levels of rAI were significantly associated with the levels of BNP after adjustment for possible confounders in multivariate regression analysis, but were not with the levels of hs-TnI. While the parameters of pulmonary function were inversely associated with the levels of rAI and hs-cTnI after adjustment for possible confounders in the multivariate regression analysis, but not with the levels of BNP. The other multivariate regression analyses where BNP, hs-cTnI, parameters of pulmonary function, and the other possible factors were simultaneously included as independent variables revealed that the BNP levels and the FVC%-predicted or FEV1%-predicted, besides age, gender, smoking status, body mass index, blood pressure, heart rate, creatinine, fasting plasma glucose, and triglyceride, were significantly associated with the levels of rAI. Conclusions The significant associations of rAI with BNP and pulmonary function were revealed in the general population. These findings support that arterial stiffness could reflect increased cardiac load and reduced pulmonary function, in apparently healthy individuals. Funding Acknowledgement Type of funding source: None


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