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master's thesis
Primjena Bootstrap metode u kreditnom scoringu
2023. urn:nbn:hr:126:837363
Tomičević, Tena
Josip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics

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Tomičević, T. (2023). Primjena Bootstrap metode u kreditnom scoringu (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:837363

Tomičević, Tena. "Primjena Bootstrap metode u kreditnom scoringu." Master's thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2023. https://urn.nsk.hr/urn:nbn:hr:126:837363

Tomičević, Tena. "Primjena Bootstrap metode u kreditnom scoringu." Master's thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2023. https://urn.nsk.hr/urn:nbn:hr:126:837363

Tomičević, T. (2023). 'Primjena Bootstrap metode u kreditnom scoringu', Master's thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, accessed 20 April 2024, https://urn.nsk.hr/urn:nbn:hr:126:837363

Tomičević T. Primjena Bootstrap metode u kreditnom scoringu [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics; 2023 [cited 2024 April 20] Available at: https://urn.nsk.hr/urn:nbn:hr:126:837363

T. Tomičević, "Primjena Bootstrap metode u kreditnom scoringu", Master's thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, Osijek, 2023. Available at: https://urn.nsk.hr/urn:nbn:hr:126:837363

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Metadata
TitlePrimjena Bootstrap metode u kreditnom scoringu
Title (english)Application Of The Bootstrap Method Of Credit Scoring
AuthorTena Tomičević
MentorNataša Šarlija (mentor)
MentorMirta Benšić (komentor)
Committee memberIvan Papić (predsjednik povjerenstva)
Committee memberMirta Benšić (član povjerenstva)
Committee memberNataša Šarlija (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics
Osijek
Defense date and country2023-10-16, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Financial and Business Mathematics
Abstract
U ovom je radu opisana primjena bootstrap metode na kreditni scoring. Jedan je od načina kako banke procjenjuju kreditnu sposobnost svojih klijenata upotreba kreditnog scoringa. Na bazi je podataka iz jedne banke u Hrvatskoj, koja sadrži 119 podataka, u svrhu procjene rizika korišten model logističke regresije. Kako bi se provjerila kvaliteta dobivenog modela korištena je bootstrap metoda, čija je upotreba česta kada se radi o bazama s malo podataka kao u ovom slučaju. U praksi se najčešće koriste neparametarski i parametarski bootstrap koji su opisani u radu. Za potrebe ovog rada je korišten neparametarski bootstrap koji je primijenjen na parametarskom modelu. Konačni su rezultati pokazali da dobiven model dobro diskriminira ” dobre“ i ” loše“ klijente i da ima dobru moć predikcije.
Abstract (english)
This paper discribes application of the bootstrap method of credit scoring. Credit scoring is one of the methods used by banks to determine the creditworthiness of their clients. For risk assessment, a logistic regression model was used, based on the data of the bank in Croatia, which contains 119 data. To check the quality of the obtained model, the bootstrap method was used, which is often used when dealing with databases with little data, as in this case. In practise, nonparametric and parametric bootstraps are often used and are described in this paper. For this paper, the nonparametric bootstrap was used and applied to parametric model. The final results have shown that the obtained model is able to discriminate the non-defaulters from the defaulters and has good predictive power.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:837363
Study programmeTitle: Mathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics
Course: Financial and Statistical Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2023-11-10 11:43:08