دانلود مقاله ISI انگلیسی شماره 48577
عنوان فارسی مقاله

آیا تقسیم بندی همیشه عملکرد مدل در امتیازدهی اعتباری را بهبود می بخشد؟

کد مقاله سال انتشار مقاله انگلیسی ترجمه فارسی تعداد کلمات
48577 2012 10 صفحه PDF سفارش دهید محاسبه نشده
خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.
عنوان انگلیسی
Does segmentation always improve model performance in credit scoring?
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Expert Systems with Applications, Volume 39, Issue 3, 15 February 2012, Pages 2433–2442

کلمات کلیدی
امتیازدهی اعتباری - تقسیم بندی - رگرسیون لجستیک
پیش نمایش مقاله
پیش نمایش مقاله آیا تقسیم بندی همیشه عملکرد مدل در امتیازدهی اعتباری را بهبود می بخشد؟

چکیده انگلیسی

Credit scoring allows for the credit risk assessment of bank customers. A single scoring model (scorecard) can be developed for the entire customer population, e.g. using logistic regression. However, it is often expected that segmentation, i.e. dividing the population into several groups and building separate scorecards for them, will improve the model performance. The most common statistical methods for segmentation are the two-step approaches, where logistic regression follows Classification and Regression Trees (CART) or Chi-squared Automatic Interaction Detection (CHAID) trees etc. In this research, the two-step approaches are applied as well as a new, simultaneous method, in which both segmentation and scorecards are optimised at the same time: Logistic Trees with Unbiased Selection (LOTUS). For reference purposes, a single-scorecard model is used. The above-mentioned methods are applied to the data provided by two of the major UK banks and one of the European credit bureaus. The model performance measures are then compared to examine whether there is improvement due to the segmentation methods used. It is found that segmentation does not always improve model performance in credit scoring: for none of the analysed real-world datasets, the multi-scorecard models perform considerably better than the single-scorecard ones. Moreover, in this application, there is no difference in performance between the two-step and simultaneous approaches.

خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.