Logistic Regression and Multicriteria Decision Making in Credit Scoring (CROSBI ID 562578)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
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