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Pregled bibliografske jedinice broj: 259039

Logistic refression, survival analysis and neural networks in modeling customer credit scoring


Šarlija, Nataša; Benšić, Mirta; Zekić-Sušac, Marijana
Logistic refression, survival analysis and neural networks in modeling customer credit scoring // WSEAS Transactions on Business and Economics, 3 (2006), 3; 64-70 (podatak o recenziji nije dostupan, članak, znanstveni)


CROSBI ID: 259039 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Logistic refression, survival analysis and neural networks in modeling customer credit scoring

Autori
Šarlija, Nataša ; Benšić, Mirta ; Zekić-Sušac, Marijana

Izvornik
WSEAS Transactions on Business and Economics (1109-9526) 3 (2006), 3; 64-70

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
credit scoring modeling; logistic regression; revolving credit; survival analysis; neural networks

Sažetak
The paper discusses credit scoring modeling of a customer open-end accounts depending on application data and transaction behavior data. Logistic regression, survival analysis, and neural network credit scoring models were developed in order to assess relative importance of different variables in predicting the default of a customer. Three neural network algorithms were tested: multilayer perceptron, radial basis and probabilistic. The radial basis function network model produced the highest average hit rate. The overall results show that the best NN model outperforms the LR model and the survival model. Statistical association measures reveal that the best NN model is more associated with the data than the other two models. All three models extracted similar sets of variables as important. Working status and client's delinquency history were extracted as the most important features for customer credit scoring modeling of open-end accounts on the observed dataset.

Izvorni jezik
Engleski

Znanstvena područja
Matematika, Ekonomija, Informacijske i komunikacijske znanosti



POVEZANOST RADA


Projekti:
0235002
010-0101195-0872 - Transformacija poduzetničkog potencijala u poduzetničko ponašanje (Pfeifer, Sanja, MZOS ) ( POIROT)
010-0101195-1048 - Modeli za ocjenu rizičnosti poslovanja poduzeća (Šarlija, Nataša, MZOS ) ( POIROT)

Ustanove:
Ekonomski fakultet, Osijek,
Sveučilište u Osijeku, Odjel za matematiku


Citiraj ovu publikaciju:

Šarlija, Nataša; Benšić, Mirta; Zekić-Sušac, Marijana
Logistic refression, survival analysis and neural networks in modeling customer credit scoring // WSEAS Transactions on Business and Economics, 3 (2006), 3; 64-70 (podatak o recenziji nije dostupan, članak, znanstveni)
Šarlija, N., Benšić, M. & Zekić-Sušac, M. (2006) Logistic refression, survival analysis and neural networks in modeling customer credit scoring. WSEAS Transactions on Business and Economics, 3 (3), 64-70.
@article{article, year = {2006}, pages = {64-70}, keywords = {credit scoring modeling, logistic regression, revolving credit, survival analysis, neural networks}, journal = {WSEAS Transactions on Business and Economics}, volume = {3}, number = {3}, issn = {1109-9526}, title = {Logistic refression, survival analysis and neural networks in modeling customer credit scoring}, keyword = {credit scoring modeling, logistic regression, revolving credit, survival analysis, neural networks} }
@article{article, year = {2006}, pages = {64-70}, keywords = {credit scoring modeling, logistic regression, revolving credit, survival analysis, neural networks}, journal = {WSEAS Transactions on Business and Economics}, volume = {3}, number = {3}, issn = {1109-9526}, title = {Logistic refression, survival analysis and neural networks in modeling customer credit scoring}, keyword = {credit scoring modeling, logistic regression, revolving credit, survival analysis, neural networks} }

Uključenost u ostale bibliografske baze podataka::


  • The INSPEC Science Abstracts series
  • CSA
  • ELSEVIER
  • ZENTRALBLATT
  • Computer Science Bibliography Administrator
  • British Library
  • European Library in Paris (France)
  • DEST Database (Australia)
  • Swets Information Services
  • Engineering Information
  • SCOPUS
  • EBSCO
  • EMBASE
  • Compendex (CPX)
  • Geobase
  • BIOBASE
  • Index of Information Systems Journals
  • National Library of Greece
  • IARAS Index





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