Credit Risk Management Using Automatic Machine Learning

• Autorzy: Gaweł Bartłomiej , Paliński Andrzej

Identyfikatory

DOI

10.7494/dmms.2020.14.2.4379

• Języki publikacji: EN

Abstrakty

EN

The article presents the basic techniques of data mining implemented in typical commercial software. They were used to assess the risk of credit card debt repayment. The article assesses the quality of classification models derived from data mining techniques and compares their results with the traditional approach using a logit model to assess credit risk. It turns out that data mining models provide similar accuracy of classification compared to the logit model, but they require much less work and facilitate the automation of the process of building scoring models.

Słowa kluczowe

EN

data mining; scoring; credit; loan

PL

eksploracja danych; scoring; kredyt; pożyczka

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Decision Making in Manufacturing and Services
• Rocznik: 2020
• Tom: Vol. 14, no. 2
• Strony: 193--208
• Opis fizyczny: Bibliogr. 35 poz., rys., tab.

Twórcy

autor

Gaweł Bartłomiej

• AGH University of Science and Technology in Krakow, Faculty of Management, Department of Business Informatics and Management Engineering, Poland

autor

Paliński Andrzej

• AGH University of Science and Technology in Krakow, Faculty of Management, Department of Business Informatics and Management Engineering, Poland

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021)