Mathematical model of nonlinear programming to optimize profits in credits in the financial system

Authors

DOI:

https://doi.org/10.32911/llalliq.2024.v4.n1.1122

Keywords:

Mathematical model; Nonlinear programming; credits from the financial system; utilities.

Abstract

The general objective of this research was to determine to what extent the mathematical model of nonlinear programming optimizes profits on credits in the financial system. The research was applied pre-experimental with a quantitative approach, the population and sample were made up of four types of credits, the data recording sheet was used as an instrument. The mathematical non-linear programming model using the LINGO software optimized the profits on the loans with an increase of 279,118.10 soles, equivalent to a 2.66% increase in returns. It also optimized profits in Agricultural Credit with an increase of 96,005.10 soles, equivalent to 2.98%. Optimized profits in Mortgage Credit with an increase of 717,677.30 soles, equivalent to 3.88%. Optimized profits in Informal Credit with an increase of 10,531.50 soles, equivalent to 1.11%. Optimized profits in Formal Credit with an increase of 292,258.60 soles, equivalent to 2.68%.

Downloads

Download data is not yet available.

Author Biography

Jonhy Garay Santisteban, Universidad Nacional Santiago Antúnez de Mayolo - Huaraz - Perú

 

 

References

Carrasco, W. (2020). Algoritmos genéticos aplicados a la optimización de los créditos en la Caja Sullana-Chimbote [Tesis de doctorado, Universidad San Pedro]. http://repositorio.usanpedro.edu.pe/handle/20.500.129076/15765

Carranza, D. y Moncada, L. (2019). Optimización de las utilidades en la Empresa DM&E S.A.S mediante un modelo de programación lineal que permita mejorar su rendimiento operacional [Trabajo de grado, Universidad Piloto de Colombia]. http://repository.unipiloto.edu.co/handle/20.500.12277/6428

Castillo, J. (2007). Aplicación de la programación no lineal para la determinación de la cartera óptima de inversión: una aplicación al mercado de valores peruano [Tesis de maestría, Universidad Nacional Mayor de San Marcos]. https://cybertesis.unmsm.edu.pe/handle/20.500.12672/11071

Chiavenato, I. (2006). Introducción a la teoría general de la administración. México: McGraw-Hill.

Ciccarelli, M., Maddaloni, A., & Peydró, J. (2015). Trusting the bankers: A new look at the credit channel of monetary policy. Review of Economic Dynamics, 18(4), 979-1002. https://doi.org/10.1016/j.red.2014.11.002

Da Silva, S., Tabak, B., Cajueiro, D., & Fazio, D. (2017). Economic growth, volatility and their interaction: What’s the role of finance? Economic Systems, 41(3), 433-444. https://doi.org/10.1016/j.ecosys.2016.10.008

Espinosa-Paredes, G., & Vásquez, A. (2016). Aplicaciones de programación no lineal. OmniaScience. http://dx.doi.org/10.3926/oss.21

Gutiérrez-Sánchez, P. (2022). Programación no lineal [Trabajo de fin de grado, Inédito, Universidad de Sevilla].

Hernández-Sampieri, R., & Mendoza, C. (2020). Metodología de la investigación: las rutas cuantitativa, cualitativa y mixta. McGraw Hill México. https://bit.ly/3U7NZLm

Hill, M., Kelly, G., Preve, L., & Sarria-Allende, V. (2017). Trade Credit or Financial Credit? An International Study of the Choice and Its Influences. Emerging Markets Finance and Trade, 52(10), 2318-2332. https://doi.org/10.1080/1540496X.2017.1319355

Hsu, P., Tian, X., & Xu, Y. (2014). Financial development and innovation: Crosscountry evidence. Journal of Financial Economics, 112(1), 116-135. https://doi.org/10.1016/j.jfineco.2013.12.002

Kindleberger, C. (2015). A financial history of Western Europe. Routledge.

Marki, R. & Knezevic, M. (2024). Nonlinear optimization for compact representation of orientation distributions based on generalized spherical harmonics. Journal of the Mechanics and Physics of Solids, 187, 105609. https://doi.org/10.1016/j.jmps.2024.105609

Nogales, A. (2014). Mixed Integer Nonlinear Optimization. Applications to Competitive Location and Supervised Classification [Tesis doctoral, Universidad de Sevilla]. https://hdl.handle.net/11441/106951

Rist, C. (2016). History of Monetary and Credit Theory: From John Law to the Present Day. Routledge. https://doi.org/10.4324/9781315440965

Ramos, H. (2017). Implementación de una herramienta de análisis de riesgo de crédito basado en el modelo de rating de crédito, algoritmos genéticos y clustering jerárquico aglomerativo [Tesis para optar el título de Ingeniero de Sistemas, Universidad Nacional Mayor de San Marcos]. https://core.ac.uk/download/pdf/323349107.pdf

Sotelo, C. (2010). Problemática de la Gestión Financiera de las MYPEs [conferencia]. XXII Congreso Nacional de Contadores Públicos del Perú 2010, Arequipa, Perú. https://es.slideshare.net/CarlosSoteloLuna/ti-problematica-mypes-en-el-peru-2009

Veloz, C., Jiménez, D. L., Almache, V. C., & Salazar, R. (2024). A non-linear optimization model assessment for the economic dispatch of isolated microgrids. Ingenius, (31), 32–42. https://doi.org/10.17163/ings.n31.2024.03

Published

2024-06-14

How to Cite

Garay Santisteban, J., & Cedrón León, E. (2024). Mathematical model of nonlinear programming to optimize profits in credits in the financial system. Llalliq, 4(1), Pág. 187–208. https://doi.org/10.32911/llalliq.2024.v4.n1.1122

Issue

Section

Administración y Salud pública