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Logistic Regression and Multicriteria Decision Making in Credit Scoring (CROSBI ID 562578)

Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija

Šarlija, Nataša ; Šorić, Kristina ; Vlah, Silvija ; Vojvodić Rosenzweig, Višnja Logistic Regression and Multicriteria Decision Making in Credit Scoring // Proceedings of the 10th International Symposium on Operational Research SOR '09 / Zadnik Stirn, Lidija ; Žerovnik, Janez ; Drobne, Samo et al. (ur.). Ljubljana: Slovensko društvo informatika, 2009. str. 175-184

Podaci o odgovornosti

Šarlija, Nataša ; Šorić, Kristina ; Vlah, Silvija ; Vojvodić Rosenzweig, Višnja

engleski

Logistic Regression and Multicriteria Decision Making in Credit Scoring

The paper aims to develop models for evaluating credit risk of small companies for one Croatian bank using two different methodologies – logistic regression and multicriteria decision making. The first method’s result is the probability of default while the second method’s result is the classification of the firms regarding predefined criteria for credit scoring. The paper gives the hints how to combine these two methods in order to construct an efficient strategy for achieving high performance.

credit scoring; logistic regression; multicriteria decision making

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Podaci o prilogu

175-184.

2009.

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objavljeno

978-961-6165-30-3

Podaci o matičnoj publikaciji

Proceedings of the 10th International Symposium on Operational Research SOR '09

Zadnik Stirn, Lidija ; Žerovnik, Janez ; Drobne, Samo ; Lisec, Anka

Ljubljana: Slovensko društvo informatika

Podaci o skupu

10th International Symposium on Operational Research SOR '09

predavanje

23.09.2009-25.09.2009

Nova Gorica, Slovenija

Povezanost rada

Ekonomija, Matematika