Credit Scoring Models
Mostrando 1-12 de 17 artigos, teses e dissertações.
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1. Estimating credit and profit scoring of a Brazilian credit union with logistic regression and machine-learning techniques
Abstract Purpose Although credit unions are nonprofit organizations, their objectives depend on the efficient management of their resources and credit risk aligned with the principles of the cooperative doctrine. This paper aims to propose the combined use of credit scoring and profit scoring to increase the effectiveness of the loan-granting process in cre
RAUSP Manag. J.. Publicado em: 25/11/2019
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2. Application of bayesian additive regression trees in the development of credit scoring models in Brazil
Abstract Paper aims This paper presents a comparison of the performances of the Bayesian additive regression trees (BART), Random Forest (RF) and the logistic regression model (LRM) for the development of credit scoring models. Originality It is not usual the use of BART methodology for the analysis of credit scoring data. The database was provided by Se
Prod.. Publicado em: 02/07/2018
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3. INFERENCE OF THE MARKET VALUE OF URBAN LOTS FROM THE PERSPECTIVE OF SURVIVAL ANALYSIS. CASE STUDY: CITY OF SÃO CARLOS, SÃO PAULO, BRAZIL
ABSTRACT The survival analysis was originally proposed for data analysis related to time before the occurrence of a specific event of interest and has been widely used in studies of biomedical data (survival analysis), industrial research (reliability analysis) and financial data (credit scoring). In this study, we presented a new approach to modeling the ma
Pesqui. Oper.. Publicado em: 2016-08
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4. CREDIT SCORING MODELING WITH STATE-DEPENDENT SAMPLE SELECTION: A COMPARISON STUDY WITH THE USUAL LOGISTIC MODELING
Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlati
Pesqui. Oper.. Publicado em: 2015-04
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5. Psicologia do risco de crédito: análise da contribuição de variáveis psicológicas em modelos de credit scoring / Psychology of credit risk: analysis of the contribution of psychological variables in credit scoring models
A presente tese objetivou investigar a contribuição de variáveis e escalas psicológicas sugeridas pela literatura de Psicologia Econômica, a fim de predizer o risco de crédito de pessoas físicas. Nesse sentido, através das técnicas de regressão logística, e seguindo todas as etapas para desenvolvimento de modelos de credit scoring, foram construí
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 27/06/2011
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6. Construção de modelos credit scoring com análise discriminante e regressão logística para a gestão do risco de inadimplênciaa de uma intituição de microcrédito. / The development of credit scoring models with logistic regression and discriminant analysis for the credit risk management of a microcredit institution
Os modelos de Credit Scoring são modelos quantitativos empregados comumente por instituições financeiras na mensuração e previsão do risco de crédito, possuindo uso consolidado no processo de concessão de crédito destas instituições. O presente trabalho objetivou avaliar a possibilidade de aplicação de modelos Credit Scoring em uma instituição
Publicado em: 2010
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7. Modelo preditivo para perda de crédito e sua aplicação em decisão de spread / A model of credit loss and its application in decision of spread
Analytical methods for granting credit are presenting enormous advances in recent decades, particularly in the field of statistical methods of classification to identify groups of individuals with different rates of default. Most of the existing work suggests decisions of the type granting credit or not, regarding just marginally the expected outcome of the
Publicado em: 2009
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8. Determinantes do score de crédito e tempo até inadimplência para empréstimos comerciais a pessoas físicas / Determinative of credit scoring and time till defalut for commercial loans for natural person
Basel II allows banks to develop risk classification techniques which incorporate experiences from their credit bureaus, granting wider security to the financial system. The aim of this work is the development of a statistical model of risk classification. This credit scoring model is based on information about past credit experience, such as payment habit a
Publicado em: 2008
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9. Strategies for the development of credit score with the inference rejected / Estratégias para o desenvolvimento de modelos de credit score com inferência de rejeitados.
Credit scoring models are usually built using only information of accepted applicants. This text considered strategies that can be used to develop credit score models with inclusion of the information of the rejects. We evaluated the techniques of reject inference: classification of rejected customers as bad, parceling, augmentation, use of market informatio
Publicado em: 2008
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10. Modelos de regressão logística clássica, Bayesiana e redes neurais para Credit Scoring
Important advances have been achieved in the granting of credit, however, the problem of identifying good customers for the granting of credit does not provide a definitive solution. Several techniques were presented and are being developed, each presents its characteristics, advantages and disadvantages as to their discrimination power, robustness, ease of
Publicado em: 2008
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11. Aplicação do Modelo Multi-estado de Markov em Cartões de Crédito / Application of the multi-state Markov model in credit cards
Multi-state Markov models are used in the medical area so as to estimate transition probabilities between, for instance, various states of a disease, in which the patient can recover or die. The main interest of this work is to analyse the application of the Multi-state Markov model in the risk area associated to the use of credit cards, by means of investig
Publicado em: 2007
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12. Risco de inadimplência em uma instituição de ensino fundamental e médio do Paraná : aplicação da resolução 2.682/99 do Banco Central do Brasil / Risco de inadimplência em uma instituição de ensino fundamental e médio do Paraná : aplicação da resolução 2.682/99 do Banco Central do Brasil
The private Brazilian Schools and High Schools need to deal with some great challenges: the decrease of birth rates (meaning decrease on the quantity of students available), new competitors and the increase in the default rate. In parallel, the Brazilians macroeconomic situation is instable and the Consumers Protection Act is making it difficult the collecti
Publicado em: 2007