Redes bayesianas aplicadas a problemas de credit scoringUna aplicación práctica

  1. Beltrán Pascual, Mauricio
  2. Muñoz Martínez, Azahara
  3. Muñoz Alamillos, Ángel
Revista:
Cuadernos de economía: Spanish Journal of Economics and Finance

ISSN: 2340-6704,  0210-0266

Any de publicació: 2014

Volum: 37

Número: 104

Pàgines: 73-86

Tipus: Article

DOI: 10.1016/J.CESJEF.2013.07.001 DIALNET GOOGLE SCHOLAR lock_openBiblos-e Archivo editor

Altres publicacions en: Cuadernos de economía: Spanish Journal of Economics and Finance

Objectius de Desenvolupament Sostenible

Resum

En este artículo se aborda la forma de construir un clasificador eficiente a través de redes bayesianas utilizadas en la minería de datos y cuya finalidad es conseguir más precisión que otros modelos empleados en los problemas de credit scoring. El enfoque bayesiano, basado en modelos de probabilidad, emplea la teoría de la decisión para el análisis del riesgo eligiendo en cada situación que se presenta la acción que maximiza la utilidad esperada. Usando una muestra de datos bancarios reales se concluye la superior capacidad predictiva de estos modelos respecto a los resultados obtenidos por otros métodos estadísticos paramétricos y no paramétricos.

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Fuente de los datos: Dialnet