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Оцінювання ймовірності дефолту за кредитними операціями з використанням логістичної регресії та кластерного аналізу
The method of credit operation’s probability of default estimation using logistic regression and cluster analysis is suggested. The example of application of this method on real sample, where proposed method was more effective in comparison with method based just on logistic regression is given.
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| Main Author: | |
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| Format: | Article |
| Language: | rus |
| Published: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2017
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| Online Access: | http://journal.iasa.kpi.ua/article/view/106501 |
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| Summary: | The method of credit operation’s probability of default estimation using logistic regression and cluster analysis is suggested. The example of application of this method on real sample, where proposed method was more effective in comparison with method based just on logistic regression is given. |
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