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Pregled bibliografske jedinice broj: 466476

Logistic Regression and Multicriteria Decision Making in Credit Scoring


Šarlija, Nataša; Šorić, Kristina; Vlah, Silvija; Vojvodić Rosenzweig, Višnja
Logistic Regression and Multicriteria Decision Making in Credit Scoring // Proceedings of the 10th International Symposium on Operational Research SOR '09 / Zadnik Stirn, Lidija ; Žerovnik, Janez ; Drobne, Samo ; Lisec, Anka (ur.).
Ljubljana, Slovenija: Slovenian Society Informatika, Section for Operational Research, 2009. str. 175-184 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


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Naslov
Logistic Regression and Multicriteria Decision Making in Credit Scoring

Autori
Šarlija, Nataša ; Šorić, Kristina ; Vlah, Silvija ; Vojvodić Rosenzweig, Višnja

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 10th International Symposium on Operational Research SOR '09 / Zadnik Stirn, Lidija ; Žerovnik, Janez ; Drobne, Samo ; Lisec, Anka - Ljubljana, Slovenija : Slovenian Society Informatika, Section for Operational Research, 2009, 175-184

ISBN
978-961-6165-30-3

Skup
10th International Symposium on Operational Research SOR '09

Mjesto i datum
Nova Gorica, Slovenija, 23.-25.9.2009

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
credit scoring; logistic regression; multicriteria decision making

Sažetak
The paper aims to develop models for evaluating credit risk of small companies for one Croatian bank using two different methodologies – logistic regression and multicriteria decision making. The first method’s result is the probability of default while the second method’s result is the classification of the firms regarding predefined criteria for credit scoring. The paper gives the hints how to combine these two methods in order to construct an efficient strategy for achieving high performance.

Izvorni jezik
Engleski

Znanstvena područja
Matematika, Ekonomija



POVEZANOST RADA


Projekt / tema
067-0000000-3225 - Algoritmi, heuristike i metaheuristike za probleme rasporeda (, )
010-0101195-1048 - Modeli za ocjenu rizičnosti poslovanja poduzeća (Šarlija, Nataša, MZOS - )

Ustanove
Ekonomski fakultet, Osijek,
Ekonomski fakultet, Zagreb

Citiraj ovu publikaciju

Šarlija, Nataša; Šorić, Kristina; Vlah, Silvija; Vojvodić Rosenzweig, Višnja
Logistic Regression and Multicriteria Decision Making in Credit Scoring // Proceedings of the 10th International Symposium on Operational Research SOR '09 / Zadnik Stirn, Lidija ; Žerovnik, Janez ; Drobne, Samo ; Lisec, Anka (ur.).
Ljubljana, Slovenija: Slovenian Society Informatika, Section for Operational Research, 2009. str. 175-184 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
Šarlija, N., Šorić, K., Vlah, S. & Vojvodić Rosenzweig, V. (2009) Logistic Regression and Multicriteria Decision Making in Credit Scoring. U: Zadnik Stirn, L., Žerovnik, J., Drobne, S. & Lisec, A. (ur.)Proceedings of the 10th International Symposium on Operational Research SOR '09.
@article{article, year = {2009}, pages = {175-184}, keywords = {credit scoring, logistic regression, multicriteria decision making}, isbn = {978-961-6165-30-3}, title = {Logistic Regression and Multicriteria Decision Making in Credit Scoring}, keyword = {credit scoring, logistic regression, multicriteria decision making}, publisher = {Slovenian Society Informatika, Section for Operational Research}, publisherplace = {Nova Gorica, Slovenija} }




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