Оцінювання кредитоспроможності позичальників кредитів методами інтелектуального анализу даних

• Дата: 2019
• Автори: Guskova, Vira G., Bidyuk, Petro I.
• Формат: Стаття
• Мова: Ukrainian
• Опубліковано: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2019
• Теми: decision trees; logistic regression; Bayesian network; fuzzy logic; probability of default; Mamdani conclusion; деревья решений; логистическая регрессия; сеть Байеса; нечеткая логика; вероятность дефолта; вывод Мамдани; дерева рішень; логістична регресія; мережа Байєса; нечітка логіка; імовірність дефолту; висновок Мамдані
• Онлайн доступ: http://journal.iasa.kpi.ua/article/view/155247
• Назва журналу: System research and information technologies

The actual task of creditworthiness based on the expert and scoring approach was considered. The analysis of the subject area was performed and the main methods of mathematical modeling and a credit risk assessment were analyzed; mathematical models for analyzing the credit risks of individual borrowers based on alternative methods were proposed; mathematical models have been developed for analyzing the credit risks of individual borrowers based on decision trees, logistic regression, Bayesian networks, and fuzzy logic. It has been found that the model based on fuzzy logic for solving the problem of determining the probability of default for a loan borrower is more accurate, this is indicated by the calculated accuracy of models. This is due to the possibility of using the fuzzy logic method with fuzzy Mamdani’s conclusion to precisely establish the cause-and-effect relationships between the characteristics-factors of the task and their influence on the initial variable.