scholarly journals Modelación de riesgo de crédito de personas naturales. Un caso aplicado a una caja de compensación familiar colombiana

Author(s):  
David Esteban Rodríguez Guevara ◽  
Juan Fernando Rendón Garcia ◽  
Alfredo Trespalacios Carrasquilla ◽  
Edwin Andrés Jiménez Echeverri

Los modelos de tipo Credit Score permiten a los analistas de crédito la cuantificación de los riesgos que implican las operaciones de crédito, la segmentación de afiliados y la recomendación de decisiones de otorgamiento o rechazo de un crédito para personas naturales. Estos modelos buscan entregar la información necesaria para inferir sobre las probabilidades de impago de un afiliado, mediante la aplicación de técnicas paramétricas o no paramétricas. En este trabajo se busca identificar cuáles de los siguientes modelos pueden ser más apropiados para medir el riesgo de crédito de personas naturales en una caja de compensación familiar ubicada en Colombia: Logit, Probit, Redes Neuronales o Linear Support-Vector Machine. Los resultados obtenidos muestran que, si bien los Linear Support Vector Machine pueden tener mejor desempeño, los modelos Probit-Stepwise son igualmente útiles y tienen como ventaja la posibilidad de interpretar los parámetros calibrados.

2021 ◽  
Vol 39 (11) ◽  
Author(s):  
Sahar Zolfaghari ◽  
Mohammad Hamiruce Marhaban ◽  
Siti Anom Ahmad ◽  
Asnor Juraiza Ishak ◽  
Pegah Khosropanah ◽  
...  

Motor-imagery brain-computer interfaces, as rehabilitation tools for motor-disabled individuals, could inherently enrich neuroplasticity and subsequently restore mobility. However, this endeavour's significant challenge is classifying left and right leg motor imagery tasks from non-stationary EEG signals. A subject-independent feature extraction method is essential in a BCI system, and this work involves developing a subject-independent algorithm to classify left/right leg motion intention. The Multivariate Empirical Mode Decomposition was used to decompose EEG during left and right foot movements during imagery tasks. We validated our proposed algorithm using open-access motor imagery data to detect the user's mental intention from EEG. Five subjects of various performance categories with almost 150 trials for each left/right leg MI of hand/leg/tongue, HaLT Paradigm, utilizing C3, C4, and Cz channels were examined to generalize this study to all subjects. A set of statistical features were extracted from the intrinsic mode functions, and the most relevant features were selected for classification using Sequential Floating Feature Selection. Different classifiers were trained using extracted features, and their performances' were evaluated. The findings suggest that the non-linear support vector machine is the best classification model, resulting in the mean classification sensitivity, specificity, precision, negative predictive value, F-measure, 98.15%, 90.74%, 91.97%, 98.33%, 94.72%, 94.44%, respectively. The proposed subject-independent signal processing method significantly improved the offline calibration mode by eliminating the frequency selection step, making it the common-used method for different types of MI-based BCI participants. Offline evaluations suggest that it can lead to significant increases in classification accuracy in comparison to current approaches.


2012 ◽  
Vol 229-231 ◽  
pp. 534-537
Author(s):  
Gao Huan Xu ◽  
Jun Xiang Ye

The car engine failures in the course of time and place have many possibilities. The engine fault diagnosis system developed in .NET platform. The core of the system make use of noise wavelet energy features and non-linear support vector machine classification. After the experiment, the system has fairly good results.


2011 ◽  
Vol 3 (1) ◽  
Author(s):  
Lars Rosenbaum ◽  
Georg Hinselmann ◽  
Andreas Jahn ◽  
Andreas Zell

Author(s):  
Mohd Suhairi Md Suhaimin ◽  
Mohd Hanafi Ahmad Hijazi ◽  
Rayner Alfred ◽  
Frans Coenen

<span>Sentiment analysis is directed at identifying people's opinions, beliefs, views and emotions in the context of the entities and attributes that appear in text. The presence of sarcasm, however, can significantly hamper sentiment analysis. In this paper a sentiment classification framework is presented that incorporates sarcasm detection. The framework was evaluated using a non-linear Support Vector Machine and Malay social media data. The results obtained demonstrated that the proposed sarcasm detection process could successfully detect the presence of sarcasm in that better sentiment classification performance was recorded. A best average F-measure score of 0.905 was recorded using the framework; a significantly better result than when sentiment classification was performed without sarcasm detection.</span>


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