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|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|
|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.|
|Appears in Collections:||Статьи факультета прикладной математики и информатики|
Section 6. ECONOMETRIC ANALYSIS AND MODELING
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