Pretraga

Pretražite po imenu i prezimenu autora, mentora, urednika, prevoditelja

Napredna pretraga

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: Slovensko društvo informatika, 2009. str. 175-184 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)

CROSBI ID: 466476 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

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 : Slovensko društvo informatika, 2009, 175-184

ISBN
978-961-6165-30-3

Skup
10th International Symposium on Operational Research SOR '09

Mjesto i datum
Nova Gorica, Slovenija, 23.09.2009. - 25.09.2009

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

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

Ustanove:
Ekonomski fakultet, Osijek,
Ekonomski fakultet, Zagreb

Profili:

Avatar Url Silvija Vlah Jerić (autor)

Avatar Url Višnja Vojvodić-Rosenzweig (autor)

Avatar Url Nataša Šarlija (autor)

Avatar Url Kristina Šorić (autor)

Poveznice na cjeloviti tekst rada:

Pristup cjelovitom tekstu rada

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: Slovensko društvo informatika, 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, author = {\v{S}arlija, Nata\v{s}a and \v{S}ori\'{c}, Kristina and Vlah, Silvija and Vojvodi\'{c} Rosenzweig, Vi\v{s}nja}, 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 = {Slovensko dru\v{s}tvo informatika}, publisherplace = {Nova Gorica, Slovenija} }
@article{article, author = {\v{S}arlija, Nata\v{s}a and \v{S}ori\'{c}, Kristina and Vlah, Silvija and Vojvodi\'{c} Rosenzweig, Vi\v{s}nja}, 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 = {Slovensko dru\v{s}tvo informatika}, publisherplace = {Nova Gorica, Slovenija} }

Podijeli:





Contrast
Increase Font
Decrease Font
Dyslexic Font
CROSBI koristi kolačiće (cookies) kako bi poboljšao funkcionalnost stranice.