P.I. Bidyuk, V.H. Huskova
Èlektron. model. 2018, 41(2):111-120
https://doi.org/10.15407/emodel.41.02.111
ABSTRACT
The focus of the paper is on approach of minimization of solvency risk. The risks for borrowers ofThe focus of the paper is on approach of minimization of solvency risk. The risks for borrowers ofthe banking system and other financial companies that provide loans to their customers have beeninvestigated. Client creditworthiness was assessed using logistic regression methods based onfuzzy logic, neural network with back propagation of error and decision trees. The results of theassessment of the creditworthiness of borrowers are presented, and the analysis of the assessmentof the condition of clients is carried out.
KEYWORDS
risks, fuzzy logic, logistic regression, neural network, decision trees, state analysis.
REFERENCES
https://doi.org/10.1016/B978-0-08-051489-5.50007-2
2. Zaychenko, Yu.P. (2008), “Evaluating credit banking risks using fuzzy logic”, IntelligentInformation and Engineering Systems, no. 13, pp. 190-200.
3. Zaychenko, Yu.P. (2010), “Assessing credit risk using fuzzy logic”, Sistemnyie issledovaniyai informatsionnye tekhnologii, no. 2, pp. 37-54.
4. Terentyev, A.N., Bidyuk, P.I. and Korshevnyuk, L.A. (2007), “Bayesian network as instrumentof intelligent data analysis”, Journal of Automation and Information Sciences, Vol.39, pp. 28-38.
https://doi.org/10.1615/JAutomatInfScien.v39.i8.40
5. Bidyuk, P.I., Kuznyetsova, N.V. and Terentyev, O.M. (2011), “Decision support systembased for analysis of financial data”, Research Bulletin of NTUU «KPI», no. 1, ðp. 48-61.
6. Verzami, J. (2011), Getting Started with RStudio, O’Reilly Media Inc.
7. Kruglov, V.V., Dli, M.I. and Golunov, R.Yu. (2000), Nechetkaya logika i iskusstvennyeneyronnye seti [Fuzzy logic and artificial neural networks], Fizmatlit, Moscow, Russia.
8. Zagirska, I.O. and Bidyuk, P.I. (2012), “Method for constructing scenario analysis usingBayesian methods”, Electrical and computer systems. Information systems and technologies,no. 8 (84), pp. 137-142.
9. Kuznetsova, N.V. (2011), “Information technologies for financial risk analysis usingBayesian networks”, Abstract of Cand. Sci. (Tech.) dissertation, Kiev, Ukraine.10. Bidyuk, P.I. and Bondarenko, V.V. (2011), “On One Model of Financial Data”, Journal ofautomation and information sciences, no. 43, pp. 76-81.
https://doi.org/10.1615/JAutomatInfScien.v43.i7.70