|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910634052603321 |
|
|
Autore |
Popovych Bohdan |
|
|
Titolo |
Application of AI in credit scoring modeling / / Bohdan Popovych |
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Wiesbaden, Germany : , : Springer Gabler, , [2022] |
|
©2022 |
|
|
|
|
|
|
|
|
|
ISBN |
|
9783658401801 |
9783658401795 |
|
|
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (93 pages) |
|
|
|
|
|
|
Collana |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Artificial intelligence - Financial applications |
Credit scoring systems |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references. |
|
|
|
|
|
|
Nota di contenuto |
|
Intro -- Foreword -- Abstract -- Contents -- Abbreviations -- List of Figures -- List of Tables -- 1 Introduction -- 2 Theoretical Concepts of Credit Scoring -- 2.1 Literature Background -- 2.2 Theoretical Overview -- 2.2.1 Definition and Application -- 2.2.2 Advantages and Limitations -- 2.2.3 Comparison of Credit Scoring and Credit Rating -- 2.3 Regulatory Requirements -- 3 Credit Scoring Methodologies -- 3.1 Traditional Credit Scoring Techniques -- 3.1.1 Discriminant Analysis -- 3.1.2 Logistic Regression -- 3.1.3 Expert Systems -- 3.2 Artificial Intelligence Classification Methods -- 3.2.1 Overview of AI Classification Techniques -- 3.2.2 Decision Trees -- 3.2.3 Random Forest -- 3.3 Methods of Model Validation -- 4 Empirical Analysis -- 4.1 Data Analysis -- 4.2 Logistic Regression -- 4.2.1 Model Description -- 4.2.2 Model Interpretation -- 4.2.3 Model Performance -- 4.3 Decision Tree -- 4.3.1 Model Description and Interpretation -- 4.3.2 Model Performance -- 4.4 Random Forest -- 4.4.1 Model Description -- 4.4.2 Model Interpretation -- 4.4.3 Model Performance -- 4.5 Models Comparison -- 5 Conclusion -- References. |
|
|
|
|
|
|
|