On Credit Scoring Estimation

Name: On Credit Scoring Estimation
Brand: VDM Verlag
SKU: 9783639141665
Price: 1149 CZK
Availability: InStock

Overview of quantitative methods for credit scoring illustrated with a case study

Autor: Karel Komorád

Jazyk:

Vazba: Brožovaná

Vydavatel: VDM Verlag

Dostupnost: Skladem u dodavatele

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Credit scoring methods became a standard tool of §banks and other financial institutions, direct §ma...

Informace o knize

Autor

Karel Komorád

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2009

Stránek

EAN

9783639141665

ISBN

3639141660

Enbook ID

06822792

Vydavatel

VDM Verlag

Hmotnost

136

Rozměry

152 x 229 x 5

Kompletní popis

Credit scoring methods became a standard tool of §banks and other financial institutions, direct §marketing retailers and advertising companies to §estimate whether an applicant for credit/goods will §pay back his liabilities. In this book we give a §short overview of credit scoring and its §quantitative methods. We investigate the usage of §some of these methods and their performance on a §real data set taken from a French bank. Our results §indicate that the methods used, namely the logistic §regression, multi-layer perceptron (MLP) and radial §basis function (RBF) neural networks give very §similar results, however, the traditional logit §model seems to outperform the other techniques. We §also describe RBF architecture and a simple RBF §program that we implemented in the statistical §computing environment XploRe.

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On Credit Scoring Estimation

Overview of quantitative methods for credit scoring illustrated with a case study

Informace o knize

Kompletní popis

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