BANKLARARO LIKVIDLILIKNI BOSHQARISHDA SUN’IY INTELLEKT VA BIG DATA TEXNOLOGIYALARINI QO‘LLASH ISTIQBOLLARI
DOI:
https://doi.org/10.5281/zenodo.20706661Keywords:
bank tizimi, raqamlashtirish, banklararo likvidlilik, Big Data, sun’iy intellekt, mashinali o‘rganish, Random Forest, neyron tarmoqlar, LCR, NSFR, stress-testlashAbstract
Tizimli raqamlashtirish va moliyaviy texnologiyalar (FinTech) transformatsiyasi sharoitida tijorat banklari
likvidliligini ta’minlash mexanizmlari tubdan o‘zgarmoqda. Banklararo likvidlilik bozori (Interbank Market) barqarorligini
ta’minlashda sun’iy intellekt (AI) va katta ma’lumotlar (Big Data) texnologiyalarini qo‘llashning nazariy-uslubiy hamda
empirik asoslari tahlil qilingan. An’anaviy chiziqli va retrospektiv tahlil modellarining cheklovlari aniqlanib, likvidlilik oqimlarini
prognozlashda mashinali o‘rganish (Machine Learning) algoritmlarining afzalliklari ekonometrik modellar asosida
asoslab berilgan. Tadqiqot natijalariga tayangan holda banklararo pul bozorida likvidlilik risklarini optimallashtirishga
qaratilgan mualliflik tavsiyalari ishlab chiqilgan.
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