Опыт моделирования вероятности кредитного дефолта клиентов микрофинансовых организаций (на примере одной МФО)
The article studies educational trajectories of schoolchildren in Yaroslavl Oblast. Conclusions point out that schoolchild’s educational achievements, educational plans of his/her friends and the level of education of his/her father are key predictors of a decision about continuing education. Thanks to this information it is possible to know which schoolchildren are at risk of not continuing their studies. In the course of the research comparative advantages of the logistic regression and the discriminant analysis in the case of binary dependent variables were examined. With the necessary prerequisites for the use of methods fulfilled, both strategies work well classifying schoolchildren.
In this study a CHAID-based approach to detecting classification accuracy heterogeneity across segments of observations is proposed. This helps to solve some important problems, facing a model-builder: (1) How to automatically detect segments in which the model significantly underperforms? and (2) How to incorporate the knowledge about classification accuracy heterogeneity across segments to partition observations in order to achieve better predictive accuracy? The approach was applied to churn data from the UCI Repository of Machine Learning Databases. By splitting the data set into four parts, which are based on the decision tree, and building a separate logistic regression scoring model for each segment we increased the accuracy by more than 7 percentage points on the test sample. Significant increase in recall and precision was also observed. It was shown that different segments may have absolutely different churn predictors. Therefore such a partitioning gives a better insight into factors influencing customer behavior.
We present an integrated framework for the study of the inter- national nancial economy with trade, at money, monetary and s- cal policy, endogenous default and regulation. Money is introduced via a cash-in-advance requirement and real trade is endogenous. The standard international nance pricing results obtain. Market incom- pleteness and positive default in equilibrium allow for the study of the transmission of default through the international nancial markets and imply a positive role for policy. Finally, we present an example where, due to the trade-o? between the non-pecuniary cost of default and the resulting allocation, a Pareto improvement occurs following an increase in interest rates.
Procedure for the simulation of the advances in EGE from mathematics is considered. For some tasks the important predictors are obtained. The models of binary logistics regression and ordinal regression for the prediction of probabilities of solution of task are built.