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Concept of a decision support system for a loan granting based on continuous price function
P. 105–111.
Romanyuk K.
Loan provision is associated with a credit risk. Banks assess the creditworthiness of potential borrowers to lower a credit risk. Creditworthiness assessment is carried out by credit scoring methods. Most of these methods classify individuals into two categories: `good' or `bad' creditworthiness. Decision support system for loan granting based on these methods fail to differentiate the loan price for private borrowers. In practice, banks mostly grant loans applying decision support system that makes no price differentiation for individuals according to their private information. A bank may differentiate a loan price to attract a specific group of borrowers. In this paper, loan price differentiation impact on the behaviour of banks potential borrowers in the market for consumer lending is analyzed. A concept of a decision support system for loan granting based on the use of a continuous loan price function of the borrower's creditworthiness rating is proposed. Competition between banks using different loan price function of creditworthiness rating is analyzed. Borrowers with a low credit risk are interested in switching to a bank that reflects more private information in a loan price. Application of the proposed system provides a competitive advantage for a bank to attract borrowers with a low credit risk. It is shown that fuzzy logic has a potential to be applied in a decision support system based on continuous price function for granting a credit.
Starodubov K., Максимова Е. А., Утешева Г. Ш. et al., Научно-аналитический журнал "Вестник Санкт-Петербургского университета Государственной противопожарной службы МЧС России" 2026 № 2 С. 92–103
When data are incomplete, standard fuzzy data mining methods face an unacceptable trade-off: deleting objects with missing values loses up to a third of the sample and introduces systematic bias under the MAR mechanism, while mean imputation destroys the covariance structure and produces rules with artificially inflated support. This paper proposes a different solution - ...
Added: September 6, 2026
Babkina T. S., Долматов С. Н., Системы. Методы. Технологии 2024 Т. 1 № 61 С. 80–85
Древесно-минеральные композиты являются перспективным строительным материалом. Сочетание высоких теплоизо-ляционных показателей, экологичности, простой технологии производства, возможности вовлечения в производство низко-товарной древесины и древесных отходов позволяет найти применение такой технологии в сфере гражданского и промышленного строительства. Древесина, являясь продуктом жизнедеятельности растительных клеток, в своем составе содержит сахара и водорастворимые вещества, ухудшающие условия набора прочности гидратируемых вяжущих и ...
Added: April 13, 2026
Yuri A. Zelenkov, Elizaveta V. Lashkevich, Business Informatics 2024 Vol. 18 No. 3 P. 24–40
A counterfactual explanation is the generation for a particular sample of a set of instances that belong
to the opposite class but are as close as possible in the feature space to the factual being explained.
Existing algorithms that solve this problem are usually based on complicated models that require a large
amount of training data and significant ...
Added: October 13, 2024
Bulygina O. V., Kulyasov N.S., Yartsev D. D., Прикладная информатика 2024 Vol. 19 No. 1 P. 28–37
In recent years, bioinspired algorithms based on the use of a population approach and a probabilistic search strategy have become especially popular among researchers involved in multidimensional and multicriteria optimization. Such algorithms are based on the principles of cooperative behavior of a decentralized self-organizing colony of living organisms (bees, ants, birds, etc.) to achieve certain ...
Added: September 26, 2024
Кузалис А., Antoniou A., Rossides N. et al., BioSystems 2024 Vol. 245 Article 105312
The intersection of mathematical cognition, metacognition, and advanced technologies presents a frontier with profound implications for human learning and artificial intelligence. This paper traces the historical roots of these concepts from the Pythagoreans and Aristotle to modern cognitive science and explores their relevance to contemporary technological applications. We examine how the Pythagoreans' view of mathematics ...
Added: September 5, 2024
Gaydamaka A., В кн.: Межвузовская научно-техническая конференция студентов, аспирантов и молодых специалистов имени Е.В. Арменского. Материалы конференции.: М.: МИЭМ НИУ ВШЭ, 2021.
В работе исследуется задача оценки эмоционального воздействия некоторого события на определенное местоположение с использованием постов пользователей социальных сетей. Найден метод применения анализа тональности текстов: анализ эмоций с привязкой к геолокации и событию. Построена модель применения и выполнен качественный анализ модели. ...
Added: September 8, 2023
Маракуева М. А., Финансы и бизнес 2021 Т. 17 № 4 С. 3–17
The article discusses the most common mistakes in banking practice when constructing scoring models for assessing the credit risk of individuals. For a detail description, we have selected the most significant ones from the point of view of generating retail profit. With the example of logistic regression we show how much the price of each ...
Added: April 8, 2023
Власова Е. А., Tsiteladze D., Научные исследования и разработки. Российский журнал управления проектами 2021 Т. 10 № 4 С. 3–13
Managing a portfolio of innovative projects is a complex task that requires special approaches and management methods. According to statistics, only 69% of innovative projects correspond to the strategic goals that the company initially set for itself. Innovative projects involve working in conditions of constant variability, inaccessibility of information and high risk. The aim of ...
Added: September 13, 2022
Anton Markov, Zinaida Seleznyova, Victor Lapshin, Journal of Finance and Data Science 2022 Vol. 8 P. 180–201
Credit risk is the most significant risk by impact for any bank and financial institution.
Accurate credit risk assessment affects an organisation’s balance sheet and income
statement, since credit risk strategy determines pricing, and might even influence
seemingly unrelated domains, e.g. marketing, and decision-making. This article aims at
providing a systemic review of the most recent (2016–2021) articles, identifying ...
Added: July 28, 2022
Springer, 2021.
This book constitutes the proceedings of the 19th Russian Conference on Artificial Intelligence, RCAI 2021, held in Moscow, Russia, in October 2021.
The 19 full papers and 7 short papers presented in this volume were carefully reviewed and selected from 80 submissions. The conference deals with a wide range of topics, categorized into the following topical ...
Added: October 28, 2021
Seleznyova Z., Journal of Corporate Finance Research 2021 Vol. 15 No. 3 P. 5–13
Researchers have been improving credit scoring models for decades. The reason for this is following: an increase in the predictive ability of scoring even by small values can save a financial institution from a significant losses. As a result, many researchers have conclude that ensembles of classifiers or aggregated scorings have greater performance. However, ensembles ...
Added: August 25, 2021
Тихонов Р. Ю., Masyutin A., Анпилогов В. В., Деньги и кредит 2021 № 2 С. 76–95
Model risk in credit scoring can be understood as the bank’s losses associated with a model quality deterioration. Deterioration in model quality entails an incorrect assessment of the creditworthiness of borrowers and leads to an increase in potentially defaulting applications in the loan portfolio, as the bank relies on the model performance when making lending ...
Added: July 8, 2021
Switzerland: Springer, 2019.
The book presents a remarkable collection of chapters covering a wide range of topics in the areas of intelligent systems and artificial intelligence, and their real-world applications. It gathers the proceedings of the Intelligent Systems Conference 2019, which attracted a total of 546 submissions from pioneering researchers, scientists, industrial engineers, and students from all around ...
Added: October 1, 2020
Pavlova A., Lang T., Fermüller, C., , in: Information Processing and Management of Uncertainty in Knowledge-Based Systems 18th International Conference, IPMU 2020, Lisbon, Portugal, June 15–19, 2020, Proceedings, Part IVol. 1237. Issue 1.: Springer, 2020. P. 257–270.
We introduce a game for (extended) Gödel logic where the players’ interaction stepwise reduces claims about the relative order of truth degrees of complex formulas to atomic truth comparison claims. Using the concept of disjunctive game states this semantic game is lifted to a provability game, where winning strategies correspond to proofs in a sequents-of-relations calculus. ...
Added: June 3, 2020
Serova E., Сумятина В. О., Шкляев Д. О., В кн.: Сборник научных трудов Санкт-Петербургской конференции исследователей в сфере экономики, бизнеса и общества: итоги 2019 года.: СПб.: Санкт-Петербургская школа экономики и менеджмента, 2019. С. 44–48.
Внешнюю среду окружения, в котором действуют и развиваются экономические системы, невозможно описать аналитическими выражениями, и в такой ситуации методы интеллектуального анализа данных, системы распределенного искусственного интеллекта являются первостепенным средством решения различных задач. Статья посвящена вопросам применения методов искусственного интеллекта и нейро-нечетких моделей при принятии ответственных управленческих решений в логистических компаниях, активно использующих в своей деятельности ...
Added: March 11, 2020
Nosovskiy M.M., Degtiarev K.Y., Proceedings of the Institute for System Programming of the RAS 2019 Vol. 31 No. 3 P. 99–122
E-commerce is a runaway activity growing at an unprecedented rate all over the world and drawing millions of people from different spots on the globe. At the same time, e-commerce affords ground for malicious behavior that becomes a subject of principal concern. One way to minimize this threat is to use reputation systems for trust ...
Added: September 13, 2019
Springer, 2020.
The book presents a remarkable collection of chapters covering a wide range of topics in the areas of intelligent systems and artificial intelligence, and their real-world applications. It gathers the proceedings of the Intelligent Systems Conference 2019, which attracted a total of 546 submissions from pioneering researchers, scientists, industrial engineers, and students from all around ...
Added: September 9, 2019
Atlantis Press, 2019.
The 11th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT 2019), will take place in Prague, the capital of the Czech Republic on September 9-13, 2019. The main organizer of the conference is the Institute for Research and Applications of Fuzzy Modeling (IRAFM), University of Ostrava and the Czech Institute of Informatics, ...
Added: August 21, 2019
Ziyadin S., Streltsova E., Borodin A. I. et al., Sustainability 2019 No. 11(9) P. 1–16
This article is devoted to the creation of intelligent modelling tools for decision support in the evaluation of intellectual projects submitted for financing, as based on qualitatively defined characteristics. The economic and mathematical models that form the basis of the toolkit are constructed using the mathematical apparatus of fuzzy logic, which allows for the description ...
Added: May 15, 2019