Багатокритеріальна математична модель кредитного скорингу в задачах data science

• Date: 2025
• Main Authors: Pysarchuk, Oleksii, Vasylieva, Maria, Baran, Danylo, Pysarchuk, Illya
• Format: Article
• Language: English
• Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2025
• Subjects: Data Science; Big Data; SCORIG машинне навчання; прийняття рішень; багатокритеріальні математичні моделі; інтелектуальні CRM; ERP системи
• Online Access: http://journal.iasa.kpi.ua/article/view/308786
• Journal Title: System research and information technologies

A multi-criteria optimization mathematical model of credit scoring is proposed. The model is derived using a nonlinear trade-off scheme to solve multi-criteria optimization problems, allowing for the construction of a Pareto-optimal solution. The proposed approach forms an integrated assessment of a...