Determinants of Islamic Banks' Profitability Using Panel Data Analysis and ANFIS Approaches in Saudi Arabia

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dc.contributor.authorAktaş, Metin
dc.contributor.authorTaylan, Osman
dc.date.accessioned2024-11-07T10:39:45Z
dc.date.available2024-11-07T10:39:45Z
dc.date.issued2021
dc.departmentNiğde Ömer Halisdemir Üniversitesi
dc.description.abstractThe purpose of this study is to determine the relationship between profitability and financial ratios of Islamic banks in Saudi Arabia. To accomplish this goal, quarterly data of four Islamic banks from 2009 to 2017 were considered. The Artificial Neural Network (ANN) and Fuzzy System, or ANFIS (Adaptive Neuro-Fuzzy Inference System), was employed to predict the profitability of financial ratios. To determine impacts of financial ratios on the profitability measures, the study includes panel data analysis. The average prediction error for the ANFIS model of return on asset (y1) with four rules was 0.3537%, and the return on equity (y2) with five rules was 0.31829%. The results showed that all the explanatory variables, except stock capital gain ratio, have a significant positive relation with profitability measure of either return on asset or return on equity of Islamic banks in Saudi Arabia. However, only total equity to total asset and earning per share ratios have relation with both the profitability measures. The results of descriptive statistics, multiple regression, and ANFIS models established that successful outcome can be obtained for y1 and y2. Therefore, this study will be beneficial not only for the literature, but also for the investors and executives of Islamic banking. © 2021. All Rights Reserved.
dc.identifier.doi10.4197/Islec.34-2.2
dc.identifier.endpage40
dc.identifier.issn1018-7383
dc.identifier.issue2
dc.identifier.scopus2-s2.0-85110588869
dc.identifier.scopusqualityQ4
dc.identifier.startpage19
dc.identifier.urihttps://doi.org/10.4197/Islec.34-2.2
dc.identifier.urihttps://hdl.handle.net/11480/11186
dc.identifier.volume34
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherKing Abdulaziz University Scientific Publishing Center
dc.relation.ispartofJournal of King Abdulaziz University, Islamic Economics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_20241106
dc.subjectfinancial ratios
dc.subjectIslamic banking
dc.subjectneural-fuzzy prediction
dc.subjectpanel data analysis
dc.subjectprofitability
dc.titleDeterminants of Islamic Banks' Profitability Using Panel Data Analysis and ANFIS Approaches in Saudi Arabia
dc.typeArticle

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