Cilt 4, Sayı 2, Sayfalar 73 - 86 2016-06-01

ATM NAKİT İKMAL OPTİMİZASYONUNDA ASİMETRİK DESTEK VEKTÖR REGRESYON TAHMİN MODELİ YAKLAŞIMI
Asymmetric Support Vector Regression Approach in ATM Cash Replenishment Optimization

Özge Tuğrul SÖNMEZ [1] , Cafer Erhan BOZDAĞ [2]

241 237

Bankacılık ve finans sektöründe ATM nakit ikmal problemi oldukça önemlidir. Bu problemin çözümü için en düşük tahmin hata oranını veren tahmin modelinin seçilmesinin yanı sıra minimum ikmal maliyetlerini veren optimizasyon modelinin bulunması da büyük bir öneme sahiptir. Bu çalışmada, yeni bir asimetrik tahmin modeli ve bu model ile entegre olarak çalışan, bir başka deyişle, tahmin ve optimizasyondan oluşan, iki aşamalı süreci tek bir aşamaya indiren ve nakit ikmal maliyetlerini minimize eden bir optimizasyon modeli önerilmiştir. Aynı zamanda diğer tahmin modelleri ile maliyet performans karşılaştırılması gerçekleştirilmiştir.
ATM cash replenishment problem is quite important in banking and finance sector. As well as choosing the forecast model giving the smallest forecast error ratio for the solution of this problem, finding the optimization model giving the minimum replenishment costs has importance. In this study, a new asymmetrical forecast model and an optimization model running integrated with the forecast model, in other words, an optimization model which reduces the two stage forecast and optimization process to a single step is proposed. At the same time, a comparison of costs with the other forecast models is performed.
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Konular
Diğer ID JA46ZF96UD
Dergi Bölümü Makaleler
Yazarlar

Yazar: Özge Tuğrul SÖNMEZ
Kurum: ?

Yazar: Cafer Erhan BOZDAĞ

Bibtex @ { sujest247728, journal = {Selçuk Üniversitesi Mühendislik, Bilim Ve Teknoloji Dergisi}, issn = {}, address = {Selçuk Üniversitesi}, year = {2016}, volume = {4}, pages = {73 - 86}, doi = {}, title = {ATM NAKİT İKMAL OPTİMİZASYONUNDA ASİMETRİK DESTEK VEKTÖR REGRESYON TAHMİN MODELİ YAKLAŞIMI}, language = {tr}, key = {cite}, author = {SÖNMEZ, Özge Tuğrul and BOZDAĞ, Cafer Erhan} } @ { sujest247728, journal = {Selçuk Üniversitesi Mühendislik, Bilim Ve Teknoloji Dergisi}, issn = {}, address = {Selçuk Üniversitesi}, year = {2016}, volume = {4}, pages = {73 - 86}, doi = {}, title = {Asymmetric Support Vector Regression Approach in ATM Cash Replenishment Optimization}, language = {en}, key = {cite}, author = {SÖNMEZ, Özge Tuğrul and BOZDAĞ, Cafer Erhan} }
APA SÖNMEZ, Ö , BOZDAĞ, C . (2016). ATM NAKİT İKMAL OPTİMİZASYONUNDA ASİMETRİK DESTEK VEKTÖR REGRESYON TAHMİN MODELİ YAKLAŞIMI. Selçuk Üniversitesi Mühendislik, Bilim Ve Teknoloji Dergisi, 4 (2), 73-86. Retrieved from http://dergipark.gov.tr/sujest/issue/23193/247728
MLA SÖNMEZ, Ö , BOZDAĞ, C . "ATM NAKİT İKMAL OPTİMİZASYONUNDA ASİMETRİK DESTEK VEKTÖR REGRESYON TAHMİN MODELİ YAKLAŞIMI". Selçuk Üniversitesi Mühendislik, Bilim Ve Teknoloji Dergisi 4 (2016): 73-86 <http://dergipark.gov.tr/sujest/issue/23193/247728>
Chicago SÖNMEZ, Ö , BOZDAĞ, C . "ATM NAKİT İKMAL OPTİMİZASYONUNDA ASİMETRİK DESTEK VEKTÖR REGRESYON TAHMİN MODELİ YAKLAŞIMI". Selçuk Üniversitesi Mühendislik, Bilim Ve Teknoloji Dergisi 4 (2016): 73-86
RIS TY - JOUR T1 - ATM NAKİT İKMAL OPTİMİZASYONUNDA ASİMETRİK DESTEK VEKTÖR REGRESYON TAHMİN MODELİ YAKLAŞIMI AU - Özge Tuğrul SÖNMEZ , Cafer Erhan BOZDAĞ Y1 - 2016 PY - 2016 N1 - DO - T2 - Selçuk Üniversitesi Mühendislik, Bilim Ve Teknoloji Dergisi JF - Journal JO - JOR SP - 73 EP - 86 VL - 4 IS - 2 SN - -2147-9364 M3 - UR - Y2 - 2017 ER -
EndNote %0 Selçuk Üniversitesi Mühendislik, Bilim Ve Teknoloji Dergisi ATM NAKİT İKMAL OPTİMİZASYONUNDA ASİMETRİK DESTEK VEKTÖR REGRESYON TAHMİN MODELİ YAKLAŞIMI %A Özge Tuğrul SÖNMEZ , Cafer Erhan BOZDAĞ %T ATM NAKİT İKMAL OPTİMİZASYONUNDA ASİMETRİK DESTEK VEKTÖR REGRESYON TAHMİN MODELİ YAKLAŞIMI %D 2016 %J Selçuk Üniversitesi Mühendislik, Bilim Ve Teknoloji Dergisi %P -2147-9364 %V 4 %N 2 %R %U