Könyv On Credit Scoring Estimation Karel Komorád

On Credit Scoring Estimation

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

Szerző: Karel Komorád
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: VDM Verlag
Elérhetőség: Beszállítói készleten
Küldés 14-21 napon belül
19 154 Ft
Credit scoring methods became a standard tool of §banks and other financial institutions, direct §ma...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2009
oldal
84
EAN
9783639141665
ISBN
3639141660
Enbook ID
06822792
Kiadó
Súly
136
Méretek
152 x 229 x 5

Teljes leírás

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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