RESEARCH OF AUTHENTITY OF OPTIMIZED MODEL OF SCORING BY MEANS OF PROGNOSIS OF BORROWER CREDIT HISTORIES DATA OF WHICH WERE NOT USED UNDER SYNTHESIS OF A MODELDescription
The urgent problem of risks prognosis of physical persons crediting are considered and ways of set tasks decisions are offered in the article. The prognosis of credit histories on two tested groups of borrowers, data of which weren’t used under synthesis of a model; whom credits were given to and who wasn’t refused in it is carried out. Results of prognosis are analyzed with the aim to set whether tested trench is the part of that general aggregate to the concern of which the training trench used under model synthesis is representative.
SYNTHESIS OF SCORING MODEL BY THE METHOD OF SYSTEMIC-COGNITIVE ANALYSISDescription
The urgent problem of prognosis of crediting risks of physical persons are considered and ways of set task decision are offered in the article. The possible variants of formalization of subject field are considered and there was formed the training fetch on the base of which the synthesis of scoring model by the method of systemic-cognitive analysis is conducted. The possible variants of optimization of its quality: increase of prognosis authenticity and decrease of different types of errors are considered in the article as well.