Library
|
Your profile |
Software systems and computational methods
Reference:
Borodin A.V.
Architecture of information system of decision support in personnel management for
retail subsystem of commercial bank
// Software systems and computational methods.
2014. ¹ 2.
P. 174-190.
URL: https://en.nbpublish.com/library_read_article.php?id=65261
Borodin A.V. Architecture of information system of decision support in personnel management for retail subsystem of commercial bankAbstract: despite the reduction in corporate market volumes for many branches of commercial banks the center of attraction for the front-office subdivisions increasingly shifts towards retail segment. However, the huge competition in retail forces banks to move towards the unpopular measures of labor intensification and personnel optimization. Under such conditions traditional ways of decision making typical for HR do not work well. The new approaches for retrieving data for decision making must be found, new tools for objective analysis of the situation and developing optimal solutions are needed. The article is devoted to a description of a practical solution to the mentioned above problem. In other words, the subject of the study presented in this paper is HR-process in retail subsystem of a commercial bank. The research of the process of decision making in the HR-subsystem of a commercial bank was held in terms of system analysis. The author developed visual model representing processes typical for the subsystem, revealed the sources of information for decision making. Next, using the built model, based on the simulation techniques and methods of numerical optimization, the technology of automated preparation of recommendations on personnel policy for the retail subsystem of credit institutions was developed. The approach suggested in this paper is fundamentally different from its analogues by the width of coverage of available sources of information and methods of extracting knowledge from databases. Suggested approach for the first time implements simulation modeling of operational risks for retail subsystem of the commercial bank, allowing calculating a complete probability space of outcomes. Thus the higher accuracy and stability calculations is provided compared to Monte Carlo methods with comparable computational cost. Keywords: computational complexity, simulation modeling, Petri nets, risk, decision making support, personnel management, commercial bank, class of complexity, optimization, Nelder-Mead method
This article can be downloaded freely in PDF format for reading. Download article
References
1. Bandi, B. Metody optimizatsii. Vvodnyy kurs / B. Bandi. – M.: Radio i svyaz', 1988. – 128 s.
2. Borodin, A. V. Igry na setyakh Petri / A. V. Borodin // Obozrenie prikladnoy i promyshlennoy matematiki. – 2002. – T. 9. – V. 1. – S. 167-168. 3. Borodin, A. V. Matematicheskie modeli upravleniya kreditnym portfelem kommercheskogo banka / A. V. Borodin. – Yoshkar-Ola: Mariyskiy gosudarstvennyy tekhnicheskiy universitet, 1998. – 168 s. 4. Borodin, A. V. Modeli upravleniya personalom v roznichnoy podsisteme kommercheskogo banka / A. V. Borodin // Ekonomika i sotsium: sovremennye modeli razvitiya obshchestva v aspekte globalizatsii: materialy III mezhdunarodnoy nauchno-prakticheskoy konferentsii (12 fevralya 2014g.). – Saratov: Izdatel'stvo TsPM «Akademiya Biznesa», 2014. – S. 26-30. 5. Borodin, A. V. Seti Petri s nechetkim povedeniem v zadachakh imitatsionnogo modelirovaniya evolyutsii investitsionnykh i strakhovykh portfeley / A. V. Borodin // Obozrenie prikladnoy i promyshlennoy matematiki. – 2000. – T. 7. – V. 2. – S. 321-322. 6. Borodin, A. V. Teoretiko-igrovye modeli protsessov riska nad setyami Petri / A. V. Borodin // Modelirovanie i analiz bezopasnosti i riska v slozhnykh sistemakh: Trudy mezhdunarodnoy nauchnoy shkoly MABR-2006. – SPb.: GOU VPO «SPbGUAP», 2006. – S. 305-307. 7. Borodin, A. V. Upravlenie HR-protsessom v kommercheskom banke na osnove tekhnologiy imitatsionnogo modelirovaniya / A. V. Borodin // Tekhnicheskie nauki — ot teorii k praktike. Sbornik statey po materialam XXXII mezhdunarodnoy nauchno-prakticheskoy konferentsii. ¹ 3 (28). – Novosibirsk: Izdatel'stvo «SibAK», 2014. – S. 7-13. 8. Grant, K. L. Upravlenie riskami v treydinge: Kak povysit' pribyl'nost' s pomoshch'yu kontrolya nad riskami / K. L. Grant. – M.: Mir, 2005. – 349 s. 9. Damodaran, A. Investitsionnaya otsenka. Instrumenty i tekhnika otsenki lyubykh aktivov / A. Damodaran. – M.: Al'pina Biznes Buks, 2004. – 1342 s. 10. Dzhekel, P. Primenenie metodov Monte-Karlo v finansakh / P. Dzhekel. – M.: Internet-treyding, 2004 – 263 s. 11. Dubrov, A. M. Modelirovanie riskovykh situatsiy v ekonomike i biznese / A. M. Dubrov, B. N. Lagosha, E. Yu. Khrustalev. – M.: Finansy i statistika, 2003. – 223 s. 12. Ermakov, S. M. Metod Monte-Karlo v vychislitel'noy matematike. Vvodnyy kurs / S. M. Ermakov. – SPb.: Nevskiy Dialekt, Binom. Laboratoriya znaniy, 2009. – 192 s. 13. Urazaeva, T. A. Algebraicheskie aspekty imitatsionnogo modelirovaniya portfeley srochnykh finansovykh instrumentov / T. A. Urazaeva, A. V. Borodin // Materialy konferentsii «Imitatsionnoe modelirovanie. Teoriya i praktika». IMMOD-2013. T. 1. – Kazan': Izdatel'stvo «Fen» Akademii nauk RT, 2013. – S. 282-286. 14. Urazaeva, T. A. Algebra riskov / T. A. Urazaeva. – Yoshkar-Ola: Povolzhskiy gosudarstvennyy tekhnologicheskiy universitet, 2013. – 209 s. 15. Arora, S. Computational Complexity: A Modern Approach / S. Arora, V. Barak. – New York: Cambridge University Press, 2009. – 579 p. 16. Holton, G. A. Value-at-Risk: Theory and Practice / G. A. Holton. – Academic Press, 2003. – 405 p. 17. Papadimitriou, C. H. Computational complexity / C. H. Papadimitriou. – New York: Addison-Wesley Publishing Company, Inc., 1994. – 523 p. 18. Sipser, M. Introduction to the Theory of Computation / M. Sipser. – Boston: Thomson Course Technology, 2006. – 431 p. 19. Chkhutiashvili L.V. Rossiyskie kommercheskie banki v sovremennykh usloviyakh: osnovnye napravleniya kachestvennogo sovershenstvovaniya i perspektivy razvitiya // NB: Finansovoe pravo i upravlenie.-2013.-2.-C. 51-76. DOI: 10.7256/2306-4234.2013.2.641. URL: http://www.e-notabene.ru/flc/article_641.html 20. Anisimova Z.M. Povyshenie effektivnosti strategicheskogo bankovskogo menedzhmenta v sovremennykh usloviyakh // Trendy i upravlenie.-2013.-4.-C. 83-102. DOI: 10.7256/2307-9118.2013.4.10522. 21. V.L. Shul'ts Stsenarnyy analiz v upravlenii sotsial'noy bezopasnost'yu // Natsional'naya bezopasnost' / nota bene.-2012.-6.-C. 4-21 |