Credit Risk Management Using Automatic Machine Learning

• Autorzy: Bartłomiej Gaweł , Andrzej Paliński
• Języki publikacji: EN

Abstrakty

EN

The article presents the basic techniques of data mining implemented in typicalcommercial software. They were used to assess the risk of credit card debt repayment. Thearticle assesses the quality of classification models derived from data mining techniques andcompares their results with the traditional approach using a logit model to assess credit risk.It turns out that data mining models provide similar accuracy of classification compared tothe logit model, but they require much less work and facilitate the automation of the processof building scoring models.(original abstract)

Słowa kluczowe

EN

Management; Risk management; Financial risk management; Machine learning; Credit cards; Credit

PL

Zarządzanie; Zarządzanie ryzykiem; Zarządzanie ryzykiem finansowym; Uczenie maszynowe; Karty kredytowe; Kredyt

• Czasopismo: Decision Making in Manufacturing and Services
• Rocznik: 2020
• Tom: 14
• Numer: nr 2
• Strony: 193--208

Twórcy

autor

Bartłomiej Gaweł

• AGH University of Science and Technology Kraków, Poland

autor

Andrzej Paliński

• AGH University of Science and Technology Kraków, Poland

Bibliografia

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Identyfikatory

DOI

10.7494/dmms.2020.14.2.4379193