Importance The article studies the evolution of credit portfolios of the Russian banks during the analyzable using the self-organizing map (SOM). Objectives The article aims to prove or refute the hypothesis that by using a neural network, i.e. self-organizing map, it is possible to predict changes in the market share of bank's credit portfolio. Methods For the study, we used the self-organizing map. Results We have developed and now present a neural network model that helps predict the market share of a credit portfolio in a changing market under economic uncertainty environment. Conclusions and Relevance The application of the self-organizing map is important for obtaining some statistical information on commercial banks in the model clusters, as well as for forecasting the market share of the organization in a changing market environment. The findings can be used in bank marketing to predict the market share of the bank when the size of its portfolio changes.
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