Diseño de un modelo matemático para la calificación de clientes morosos en una entidad comercial mediante las metodologías de árboles de decisión, análisis discriminante y regresión logística

Abstract:

In the present work, a mathematical model is designed for the qualification of delinquent clients in order to optimize the management of collections in a commercial enterprise. To do this we developed two parametric models, Discriminant Analysis and Logistic Regression and a non-parametric model, the Decision Trees. It determines the stability of each model, its power of discrimination and finally establish which of the methodologies allows better optimization of collection management.

Año de publicación:

2019

Keywords:

• riesgo de crédito; árboles de decisión; análisis discriminante; regresión logística; morosidad
• cbkp_redit risk; decision trees; discriminant analysis; logistic regression; delinquency

Fuente:

rraae