Pregled bibliografske jedinice broj: 195382
Multinomial model in consumer credit scoring
Multinomial model in consumer credit scoring // Proceedings on the 10th International Conference on Operational Research (KOI 2004)
Trogir, Hrvatska, 2004. (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
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Naslov
Multinomial model in consumer credit scoring
Autori
Šarlija, Nataša ; Benšić, Mirta ; Bohaček, Zoran
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings on the 10th International Conference on Operational Research (KOI 2004)
/ - , 2004
Skup
10th International Conference on Operational Research (10 ; 2004)
Mjesto i datum
Trogir, Hrvatska, 22.09.2004. - 24.09.2004
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
credit scoring; multinomial model; logistic regression
Sažetak
Credit scoring is a process of determing how likely applicants are to default withe their repayments. It has been used in consumer lending for more then three decades. Data sample of consumer credits used in this research is divided into three groups - good, poor and bad. The aim of this paper is to explore the possibility of using poor applicants in developing a credit scoring model. In ordet to accomplish this, multinomial models have been developed. Also, for the purpose of obtaining results as good as possible, three binomial models have been built. These models are compared according to significant variables and classification accuracy after which the best model is extracted.
Izvorni jezik
Engleski
Znanstvena područja
Matematika, Ekonomija
