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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/94575
Title: On the using of econometric models in the credit scoring systems
Authors: Malugin, V. I.
Hryn, N. V.
Keywords: ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика
Issue Date: 2010
Publisher: Minsk: BSU
Abstract: The paper is devoted to the problem of analysis and forecasting of the solvency of banks borrowers on the base of econometric models, which takes into account the in°uence of the exogenous economic factors on the balance coe±cients of borrowers. The credit score algorithms based on multivariate linear regression model and the "plug-in" decision rule for classiЇcation of the sample from the mixture of the multivariate regression observations distributions are suggested and examined.
URI: http://elib.bsu.by/handle/123456789/94575
Appears in Collections:Статьи факультета прикладной математики и информатики
Section 6. ECONOMETRIC ANALYSIS AND MODELING

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