- Tytuł:
- Credit Risk Management Using Automatic Machine Learning
- Autorzy:
-
Gaweł, Bartłomiej
Paliński, Andrzej - Powiązania:
- https://bibliotekanauki.pl/articles/2037439.pdf
- Data publikacji:
- 2020
- Wydawca:
- Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
- Tematy:
-
data mining
scoring
credit
loan
eksploracja danych
kredyt
pożyczka - Opis:
- The article presents the basic techniques of data mining implemented in typical commercial software. They were used to assess the risk of credit card debt repayment. The article assesses the quality of classification models derived from data mining techniques and compares their results with the traditional approach using a logit model to assess credit risk. It turns out that data mining models provide similar accuracy of classification compared to the logit model, but they require much less work and facilitate the automation of the process of building scoring models.
- Źródło:
-
Decision Making in Manufacturing and Services; 2020, 14, 2; 193-208
1896-8325
2300-7087 - Pojawia się w:
- Decision Making in Manufacturing and Services
- Dostawca treści:
- Biblioteka Nauki
Artykuł