Made available in DSpace on 2016-03-15T19:25:42Z (GMT). No. of bitstreams: 1 Vania Rosatti de Siqueira.pdf: 636275 bytes, checksum: a16be8a6db840089b4bb3645148a7376 (MD5) Previous issue date: 2011-02-10 / The Grameen Bank experiences with microcredit operations have been imitated in various countries, mainly the ones related to the two great innovations in this market: the credit agent s role and the solidary group mechanism. The massification of the operations and the reduction in their costs become vital for economies of scale to be achieved, as well as a greater appetite for the MFIs to expand their activity in the microcredit market. In this context, the next great innovation in the microcredit market will be the introduction of credit scoring models in such operations. This will speed up the process, reduce the risks and consequently the costs. Historical information about microcredit operations was taken into account for the creation of a credit model. It was then possible to identify key variables that help to distinguish between the good and the bad borrowers. The results show that as machine learning techniques bagging and boosting are added to the traditional methods of credit analysis discriminant analysis and logistic regression , an improvement in the performance of the credit scoring models for microcredit can be achieved. / As experiências do Grameen Bank com operações de microcrédito têm sido reproduzidas em vários países, principalmente as relacionadas com as duas grandes inovações neste mercado: o papel do agente de crédito e o mecanismo de grupo solidário. A massificação das operações e a redução de custos tornam-se imprescindíveis para que haja economia de escala e maior apetite para as IMFs ampliarem sua atuação neste mercado. Neste cenário, a implantação de modelos de credit scoring será a próxima inovação do microcrédito e proporcionará agilidade, redução de riscos e, conseqüentemente, redução dos custos. Com base em informações históricas de operações de microcrédito foi elaborado um modelo de crédito. Foram identificadas variáveis chave que permitem distinguir os bons e maus pagadores. Os resultados mostram que, acoplando-se técnicas de linguagem de máquina bagging e boosting aos métodos tradicionais de análise de crédito análise discriminante e regressão logística , obtém-se melhora na performance dos modelos de credit scoring para microcrédito.

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Zugl.: Hannover, Univ., Diss., 2006

Le credit scoring est généralement considéré comme une méthode d’évaluation du niveau du risque associé à un dossier de crédit potentiel. Cette méthode implique l'utilisation de différentes techniques statistiques pour aboutir à un modèle de scoring basé sur les caractéristiques du client.Le modèle de scoring estime le risque de crédit en prévoyant la solvabilité du demandeur de crédit. Les institutions financières utilisent ce modèle pour estimer la probabilité de défaut qui va être utilisée pour affecter chaque client à la catégorie qui lui correspond le mieux: bon payeur ou mauvais payeur. Les seules données disponibles pour construire le modèle de scoring sont les dossiers acceptés dont la variable à prédire est connue. Ce modèle ne tient pas compte des demandeurs de crédit rejetés dès le départ ce qui implique qu'on ne pourra pas estimer leurs probabilités de défaut, ce qui engendre un biais de sélection causé par la non-représentativité de l'échantillon. Nous essayons dans ce travail en utilisant l'inférence des refusés de remédier à ce biais, par la réintégration des dossiers refusés dans le processus d'octroi de crédit. Nous utilisons et comparons différentes méthodes de traitement des refusés classiques et semi supervisées, nous adaptons certaines à notre problème et montrons sur un jeu de données réel, en utilisant les courbes ROC confirmé par simulation, que les méthodes semi-supervisé donnent de bons résultats qui sont meilleurs que ceux des méthodes classiques. / Credit scoring is generally considered as a method of evaluation of a risk associated with a potential loan applicant. This method involves the use of different statistical techniques to determine a scoring model. Like any statistical model, scoring model is based on historical data to help predict the creditworthiness of applicants. Financial institutions use this model to assign each applicant to the appropriate category : Good payer or Bad payer. The only data used to build the scoring model are related to the accepted applicants in which the predicted variable is known. The method has the drawback of not estimating the probability of default for refused applicants which means that the results are biased when the model is build on only the accepted data set. We try, in this work using the reject inference, to solve the problem of selection bias, by reintegrate reject applicants in the process of granting credit. We use and compare different methods of reject inference, classical methods and semi supervised methods, we adapt some of them to our problem and show, on a real dataset, using ROC curves, that the semi-supervised methods give good results and are better than classical methods. We confirmed our results by simulation.

Submitted by Luciana Sebin (lusebin@ufscar.br) on 2016-09-19T18:31:03Z No. of bitstreams: 1 DissRFV.pdf: 2859272 bytes, checksum: 4d67f29c51b595eea8e7a1fe15261706 (MD5) / Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-20T18:16:18Z (GMT) No. of bitstreams: 1 DissRFV.pdf: 2859272 bytes, checksum: 4d67f29c51b595eea8e7a1fe15261706 (MD5) / Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-20T18:16:25Z (GMT) No. of bitstreams: 1 DissRFV.pdf: 2859272 bytes, checksum: 4d67f29c51b595eea8e7a1fe15261706 (MD5) / Made available in DSpace on 2016-09-20T18:16:33Z (GMT). No. of bitstreams: 1 DissRFV.pdf: 2859272 bytes, checksum: 4d67f29c51b595eea8e7a1fe15261706 (MD5) Previous issue date: 2015-12-18 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Nowadays the increasing amount of bank transactions and the increasing of data storage created a demand for risk evaluation associated with personal loans. It is very important for a company has a very good tools in credit risk evaluation because theses tools can avoid money losses. In this context, it is interesting estimate the default probability for a customers and, the credit scoring techniques are very useful for this task. This work presents a credit scoring literature review with and aim to give a overview covering many techniques employed in credit scoring and, a computational study is accomplished in order to compare some of the techniques seen in this text. / Com a crescente demanda por cr edito e muito importante avaliar o risco de cada opera ção desse tipo. Portanto, ao fornecer cr edito a um cliente e necess ario avaliar as chances do cliente n~ao pagar o empr estimo e, para esta tarefa, as t ecnicas de credit scoring s~ao aplicadas. O presente trabalho apresenta uma revis~ao da literatura de credit scoring com o objetivo de fornecer uma vis~ao geral das v arias t ecnicas empregadas. Al em disso, um estudo de simula c~ao computacional e realizado com o intuito de comparar o comportamento de v arias t ecnicas apresentadas no estudo.

A presente tese objetivou investigar a contribuição de variáveis e escalas psicológicas sugeridas pela literatura de Psicologia Econômica, a fim de predizer o risco de crédito de pessoas físicas. Nesse sentido, através das técnicas de regressão logística, e seguindo todas as etapas para desenvolvimento de modelos de credit scoring, foram construídos modelos de application scoring para pessoas físicas com variáveis sociodemográficas e situacionais, comumente utilizadas nos modelos tradicionais, mais a inclusão de variáveis comportamentais e escalas psicológicas, tais como: variáveis de comparação social, variáveis relacionadas com educação financeira, variáveis de comportamento de consumo, proxies de autocontrole e horizonte temporal, escala do significado do dinheiro (ESD), escala de autoeficácia, escala de lócus de controle, escala de otimismo, escala de autoestima e escala de comprador compulsivo. Os resultados foram contundentes e direcionaram para uma significativa contribuição de algumas dessas variáveis em predizer o risco de crédito dos indivíduos. As variáveis oriundas da ESD mostraram que as dimensões negativas relacionadas com o dinheiro estão mais associadas a indivíduos com problemas com dívidas. Também foi possível constatar que indivíduos com altos escores na escala de autoeficácia, provavelmente indicando um maior grau de otimismo e excesso de confiança, estão mais associados ao grupo de mau pagador. Notou-se ainda que compradores classificados como compulsivos possui maior probabilidade de se encontrar no grupo de mau crédito. Indivíduos que consideram presentear crianças e amigos em datas comemorativas como uma necessidade, mesmo que muitas pessoas considerem um luxo, possuem maior chance de se encontrarem no grupo de mau crédito. Problemas de autocontrole identificados por indivíduos que bebem em média mais de quatro copos de bebida alcoólica no dia ou são fumantes, mostraram-se importantes para identificar tendências ao endividamento. A partir desses achados acredita-se que a presente tese avançou no entendimento do risco de crédito das pessoas físicas, de forma a suscitar variáveis que podem aumentar a precisão da previsão dos modelos de credit scoring, tendo como uma das implicações imediatas a consideração de algumas das variáveis significativas como uma pergunta no formulário cadastral para novos clientes, tais como: Você acha que presentear amigos em datas comemorativas é uma necessidade ou luxo? Você acha que presentear crianças em datas comemorativas é uma necessidade ou luxo? Na média, você bebe mais de 4 copos de bebida alcoólica no dia? Você fuma cigarros? As implicações dos resultados também podem ser discutidas no âmbito dos modelos de behavioral scoring e modelos de credit scoring para pessoas jurídicas. / This works aimed to investigate the contribution of variables and psychological scales, suggested by the literature of Economic Psychology, in order to predict the credit risk of individuals. Accordingly, through the techniques of logistic regression, and following all the steps for developing credit scoring models, application scoring models were built for individuals with socio demographic and situational variables, commonly used in traditional models, further the inclusion of behavioral variables and psychological scales, such as: variables of social comparison, variables related to financial education, variables in consumption behavior, proxies of self-control and temporal horizon, meaning of money scale (MMS), scale of self efficacy, locus of control scale, scale of optimism, scale of self-esteem and scale of compulsive buyer. The results were blunt, and directed a significant contribution to some of these variables in predicting the credit risk of individuals. The variables derived from the MMS showed that the negative dimensions related to money are more associated to individuals with debt problems. It was also noted that individuals with high scores on selfefficacy scale, probably indicating a higher degree of optimism and overconfidence, are the group most associated with bad credit. It was noted also that buyers classified as compulsive ones are more likely to find in the group of bad credit. Individuals who consider gifting children and friends on commemorative dates as a necessity, even though many people consider a luxury, have more chance in being found in the group of bad credit. Self-control problems, identified by individuals who drink more than four glasses of alcohol a day, or are smokers, were important to identify indebtedness trends. From these findings it is believed that this works has advanced the understanding of the credit risk of individuals, giving rise to variables that may increase the forecast accuracy of credit scoring models, having as one of the immediate implications, considering of some of the significant variables as one of the questions about the individual when he fills the new application form, such as: Do you think gifting friends in commemorative dates is a necessity or luxury? Do you think gifting children in commemorative dates is a necessity or luxury? On average, you drink more than four glasses of alcohol a day? Do you smoke cigarettes? The implications of these results can also be discussed in the context of behavioral scoring models and credit scoring models for corporations.

Objectives: The ai m of this diploma thesis is to analy s e goals scored in WJC 2021 and comparison countrie s . The second aim is to detect the biggest demerits of czech hockey from scoring view point w ith the help of this facts and inspire other coaches to more intensive work a greed with wold trend in this topic and the aim to return czech hockey to the best hockey countries group. Methods: The research was carried out by indirect observations 28 matches and 176 scoring situations through video records from WJC 21. The subject of research were 10 teams, that selected 88 scorers. Scoring situations were qualitative analyse. Gained findings have been written down into chart and were quantitative analyse. Results: The outcome of analyse is the most used scoring place Low slot - 0 - 10ft in front of the goal and with the most used location of successfull shot - middle of the goal on the ice or close over the ice creates the most used way to score. From w rist shot - forehand side came the most of goals in WJC 21. Analyse proved demerits o f Czech national team U20 in scoring by tip - in and rebound. The result of analyse also proved demerits of Czech select in power play and short - handed play. Keywords: Ice hockey, WJC 21, shooting, scoring, scoring range, shooting metodology

Developmental Sentence Scoring (DSS) is a standardized language sample analysis procedure that uses complete sentences to evaluate and score a child’s use of standard American-English grammatical rules. Automated DSS software can potentially increase efficiency and decrease the time needed for DSS analysis. This study examines the accuracy of one automated DSS software program, DSSA Version 2.0, compared to manual DSS scoring on previously collected language samples from 30 children between the ages of 2;5 and 7;11 (years;months). The overall accuracy of DSSA 2.0 was 86%. Additionally, the present study sought to determine the relationship between DSS, DSSA Version 2.0, the mean length of utterance (MLU), and age. MLU is a measure of linguistic ability in children, and is a widely used indicator of language impairment. This study found that MLU and DSS are both strongly correlated with age and these correlations are statistically significant, r = .605, p < .001 and r = .723, p < .001, respectively. In addition, MLU and DSSA were also strongly correlated with age and these correlations were statistically significant, r = .605, p < .001 and r = .669, p < .001, respectively. The correlation between MLU and DSS was high and statistically significant r = .873, p < .001, indicating that the correlation between MLU and DSS is not simply an artifact of both measures being correlated with age. Furthermore, the correlation between MLU and DSSA was high, r = .794, suggesting that the correlation between MLU and DSSA is not simply an artifact of both variables being correlated with age. Lastly, the relationship between DSS and age while controlling for MLU was moderate, but still statistically significant r = .501, p = .006. Therefore, DSS appears to add information beyond MLU.

Introduction: Sleep apnea is a pathological health condition with repeatedly paused breathing during sleep. The condition can cause serious health problems and decrease quality of life. Offering a fast diagnosis and treatment could prevent further progress of the condition. The severity of sleep apnea is indicated by an apnea hypopnea index (AHI), which is scored based on a home sleep apnea test (HSAT). The purpose: This study compared the differences between manually and automatically scored AHI, to examine if the automatic scoring is an acceptable singular method for sleep apnea diagnostics. This study also examined if AHI differences could be predicted by HSAT airflow signal quality and the degree of central or mixed apneas. Methods: Sleep apnea patients were instructed by the author how to use the HSAT equipment, data of 182 one-night HSAT recordings were then collected. Each recording was analyzed automatically and manually by a sleep specialist, using the software Noxturnal 6.3. Results: There was a great correlation between the two AHI scoring methods (Spearman’s r 0,97), but a statistically significant difference was found. The positive predictive value (PPV) and negative predictive value (NPV) of the automatic method were 96% and 97%, respectively, sensitivity was 99% and specificity 84%. A moderate, negative correlation between signal quality and AHI differences (Pearson’s r -0,31) was found, but none with central apneas. Conclusion: The results were contradictory, but considering a low Cohen’s d, this study still concludes that clinical use of automatic AHI scoring should be sufficient if AHI &gt; 15.

Metrogaining is an urban outdoor navigational sport that uses a street map to which scored control points have been added. The objective is to collect maximum score points within a set time by visiting a subset of the scored control points. There is currently no metrogaining scoring standard, only guidelines on how to allocate scores. Accordingly, scoring approaches were explored to create new score sets by using scoring algorithms based on a simple relationship between the score of, and the number of visits to a control point. A spread model, which was developed to evaluate the score sets, generated a range of routes by solving a range of orienteering problems, which belongs to the class of NP-hard combinatorial optimisation problems. From these generated routes, the control point visit frequencies of each control point were determined. Using the visit frequencies, test statistics were subsequently adapted to test the goodness of scoring for each score set. The ndings indicate that the score-visits relationship is not a simple one, as the number of visits to a control point is not only dependent on its score, but also on the scores of the surrounding control points. As a result, the scoring algorithms explored were unable to cope with the complex scoring process uncovered. / Decision Sciences / M. Sc. (Operations Research)