摘要
The present work seeks to develop a model for measuring efficiency of RCBs in Ghana by means of financial key performance indicators pairing macroeconomic indicators. A stochastic differential equation model for predicting the efficiency of RCBs in the future is developed and simulated using gaussian jumps to evaluate the models’ performance in unpredicted situations with four distinct phases of efficiency. Unique solution Exit multiple 4-dimensional stochastic differential equations and Macroeconomic model is proven to be the best-fitting model for the data with the lowest information criterion.
The present work seeks to develop a model for measuring efficiency of RCBs in Ghana by means of financial key performance indicators pairing macroeconomic indicators. A stochastic differential equation model for predicting the efficiency of RCBs in the future is developed and simulated using gaussian jumps to evaluate the models’ performance in unpredicted situations with four distinct phases of efficiency. Unique solution Exit multiple 4-dimensional stochastic differential equations and Macroeconomic model is proven to be the best-fitting model for the data with the lowest information criterion.
作者
Pascal Gidigah
Joseph Acquah
Akyene Tetteh
Pascal Gidigah;Joseph Acquah;Akyene Tetteh(Faculty of Engineering, Department of Mathematical Sciences, University of Mines and Technology, Tarkwa, Ghana;Faculty of Integrated Management Science, Department of Management Studies, University of Mines and Technology, Tarkwa, Ghana)
