BANKLARARO LIKVIDLILIKNI BOSHQARISHDA SUN’IY INTELLEKT VA BIG DATA TEXNOLOGIYALARINI QO‘LLASH ISTIQBOLLARI
DOI:
https://doi.org/10.5281/zenodo.20719437Ключевые слова:
bank tizimi, raqamlashtirish, banklararo likvidlilik, Big Data, sun’iy intellekt, mashinali o‘rganish, Random Forest, neyron tarmoqlar, LCR, NSFR, stress-testlash.Аннотация
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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