Research Article Analysis of Changes in Market Shares of Commercial Banks Operating in Turkey Using Computational Intelligence Algorithms M. Fatih Amasyali, 1 Ayse DemJrhan, 2 and Mert Bal 3 1 Department of Computer Engineering, Yildiz Technical University, Davutpasa Campus, Esenler, 34220 Istanbul, Turkey 2 Department of Business Administration, Yildiz Technical University, Yildiz Campus, Besiktas, 34349 Istanbul, Turkey 3 Department of Mathematical Engineering, Yildiz Technical University, Davutpasa Campus A-116, Esenler, 34220 Istanbul, Turkey Correspondence should be addressed to Mert Bal; mert.bal@gmail.com Received 15 November 2013; Revised 24 February 2014; Accepted 13 March 2014; Published 15 April 2014 Academic Editor: Wolfgang Faber Copyright © 2014 M. Fatih Amasyali et al. his is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. his 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 inancial 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 inancial 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. 1. Introduction As a natural result of the inancial liberalization in the economy and the banking industry in Turkey ater 1980s, the competition in the banking industry increased signiicantly due to the reasons such as many new domestic and foreign players in the banking industry, release of the fund transfers especially from international markets, enabling the banks to make transactions in foreign currencies, advances in the technology, and introducing new services by the banks in the industry. herefore, a bank, operating in the banking industry, can diferentiate itself from the other banks only if it can develop new strategies. In recent years, because of economic and inancial crisis, some of the public and private banks were bankrupted and some of them are merged and therefore they were forced to change how they operate. In this instance, a serious competition occurred among the surviving banks to take the market shares of the banks that have let the industry. he banks, which have evaluated the present circumstances, used cutting edge technology, and improved the scope of their products and services, were able to advance forward signif- icantly. hus, these advances create a necessary environment for such banks to improve their market shares. herefore, evaluating their position in the market and developing new strategies in accordance with their positions became much more important. he presence of a tough competition between the banks besides the fragile structure of the banking sector in Turkey makes it important to determine the change in the market shares of banks and to take the necessary measures. For this reason, goal-oriented estimations that would be made by using computational intelligence methods are of great importance for the industry. 2. General Situation of Turkish Banking Sector he banks during the period following 1980s are mostly multibranch banks which were inanced by public sector Hindawi Publishing Corporation Advances in Artificial Intelligence Volume 2014, Article ID 649860, 14 pages http://dx.doi.org/10.1155/2014/649860