Analysis of Changes in Market Shares of Commercial Banks Operating in Turkey Using Computational Intelligence Algorithms

Abstract

This paper aims to model the change in market share of 30 domestic and foreign banks, which have been operating between the years 1990 and 2009 in Turkey by taking into consideration 20 financial ratios of those banks. Due to the fragile structure of the banking sector in Turkey, this study plays an important role for determining the changes in market share of banks and taking the necessary measures promptly. For this reason, computational intelligence methods have been used in the study. According to the research results, it is seen that it was not able to properly anticipate the data for the banking sector in the periods of financial crises (2000-2001 and 2008-2009). However, it is seen that, Simple Linear Regression is distinguished as a good algorithm among the computational intelligence algorithms for all periods between the years 1990 and 2009.