Nalazite se na CroRIS probnoj okolini. Ovdje evidentirani podaci neće biti pohranjeni u Informacijskom sustavu znanosti RH. Ako je ovo greška, CroRIS produkcijskoj okolini moguće je pristupi putem poveznice www.croris.hr
izvor podataka: crosbi

A Credit Scoring Decision Support System (CROSBI ID 573928)

Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija

Dukić, Darko ; Dukić, Gordana ; Kvesić, Ljiljanka A Credit Scoring Decision Support System // ITI ... / Luzar-Stiffler, Vesna ; Jarec, Iva ; Bekić, Zoran (ur.). 2011. str. 391-396

Podaci o odgovornosti

Dukić, Darko ; Dukić, Gordana ; Kvesić, Ljiljanka

engleski

A Credit Scoring Decision Support System

Credit scoring models have become a standard tool for banks in assessing the credit worthiness of loan applicants. The aim of a credit scoring model is to establish the probability for a client with certain characteristics to default on a loan, i.e. to run into problems when repaying debt obligations. The paper presents a credit scoring decision support system based on a logistic regression model. Its specific feature is that it defines the financial indicators of the analyzed loan applicant as random variables whose values are simulated. The proposed decision support system envisages a larger number of simulations. The obtained results are used to determine the confidence interval for the mean probability of default, which is actually the basis for loan applicant assessment.

decision support system ; credit scoring ; logistic regression ; simulation ; probability of default

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

nije evidentirano

Podaci o prilogu

391-396.

2011.

nije evidentirano

objavljeno

Podaci o matičnoj publikaciji

Proceedings of the International Conference on Information Technology Interfaces, ITI

Luzar-Stiffler, Vesna ; Jarec, Iva ; Bekić, Zoran

Zagreb: Sveučilišni računski centar Sveučilišta u Zagrebu (Srce)

1330-1012

Podaci o skupu

International Conference "Information Technology Interfaces"

predavanje

27.06.2011-30.06.2011

Dubrovnik, Hrvatska; Cavtat, Hrvatska

Povezanost rada

Ekonomija, Informacijske i komunikacijske znanosti

Indeksiranost