Modeling with logistic regression for credit grant analysis
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Publication Date: | 2022 |
Other Authors: | , , , , |
Format: | Article |
Language: | por |
Source: | Research, Society and Development |
Download full: | https://rsdjournal.org/index.php/rsd/article/view/29761 |
Summary: | With the advancement of Big Data and the growing number of large masses of data in the most diverse areas of study, data mining techniques become increasingly necessary to obtain accurate and robust statistical information. This study aimed to show the efficiency of logistic regression as a data mining technique in obtaining a useful and statistically effective model in the analysis of customers for granting bank credit. The data comes from the Machine Learning Repository’s at the University of California-Irvin UCI. The database was divided into two groups: training and testing. The adjusted model was selected using the stepwise method in the R program. The model met the expectations of goodness of fit, with an accuracy of approximately 72% in discriminating non-defaulting from non-defaulting customers, sensitivity of 87% of the 140 non-defaulting customers, the model was correct 122 and specificity of 38%. The ROC curve had an area of 0.847, suggesting an effective fit. |
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Modeling with logistic regression for credit grant analysisModelación con regresión para análisis de otorgamento de créditoModelagem com regressão logística para análise de concessão de crédito Minería de datosCurva ROCProbabilidad.Data miningROC curveProbability.Mineração de dadosCurva ROCProbabilidade. With the advancement of Big Data and the growing number of large masses of data in the most diverse areas of study, data mining techniques become increasingly necessary to obtain accurate and robust statistical information. This study aimed to show the efficiency of logistic regression as a data mining technique in obtaining a useful and statistically effective model in the analysis of customers for granting bank credit. The data comes from the Machine Learning Repository’s at the University of California-Irvin UCI. The database was divided into two groups: training and testing. The adjusted model was selected using the stepwise method in the R program. The model met the expectations of goodness of fit, with an accuracy of approximately 72% in discriminating non-defaulting from non-defaulting customers, sensitivity of 87% of the 140 non-defaulting customers, the model was correct 122 and specificity of 38%. The ROC curve had an area of 0.847, suggesting an effective fit.Con el avance del Big Data y el creciente número de grandes masas de datos en las más diversas áreas de estudio, las técnicas de minería de datos se vuelven cada vez más necesarias para obtener información estadística precisa y robusta. Este estudio tuvo como objetivo mostrar la eficiencia de la regresión logística como técnica de minería de datos en la obtención de un modelo útil y estadísticamente efectivo en el análisis de clientes para el otorgamiento de crédito bancario. Los datos provienen del repositorio de aprendizaje automático de la Universidad de California-Irvin UCI. La base de datos se dividió en dos grupos: entrenamiento y prueba. El modelo ajustado se seleccionó mediante el método stepwise en el programa R. El modelo cumplió con las expectativas de bondad de ajuste, con una precisión de aproximadamente 72% en discriminar clientes no morosos de no morosos, sensibilidad de 87% de los 140 no morosos. -clientes morosos, el modelo fue correcto 122 y especificidad del 38%. La curva ROC tenía un área de 0.847, sugiriendo un ajuste efectivo.Com o avanço do Big Data e o crescente número de grandes massas de dados nas mais diversas áreas de estudo, técnicas de mineração de dados tornam-se cada vez mais necessárias para obtenção de informações estatísticas precisas e robustas. Este estudo teve como objetivo mostrar a eficiência da regressão logística como técnica de mineração de dados na obtenção de um modelo útil e estatisticamente eficaz na análise de clientes para a concessão do crédito bancário. Os dados utilizados são oriundos do repositório Machine Learning Repository’s da Universidade da California-Irvin UCI, sendo divididos em dois grupos: treinamento e teste. O modelo ajustado foi selecionado com o método stepwise no programa R e atendeu as expectativas de qualidade do ajuste, com acurácia de aproximadamente 72% em discriminar clientes adimplentes de inadimplentes, sensibilidade de 87% dos 140 clientes adimplentes o modelo acertou 122 e especificidade de 38%. A curva ROC teve uma área de 0,847, sugerindo um ajuste eficaz.Research, Society and Development2022-05-19info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://rsdjournal.org/index.php/rsd/article/view/2976110.33448/rsd-v11i7.29761Research, Society and Development; Vol. 11 No. 7; e15211729761Research, Society and Development; Vol. 11 Núm. 7; e15211729761Research, Society and Development; v. 11 n. 7; e152117297612525-3409reponame:Research, Society and Developmentinstname:Universidade Federal de Itajubá (UNIFEI)instacron:UNIFEIporhttps://rsdjournal.org/index.php/rsd/article/view/29761/25727Copyright (c) 2022 Rafaella Santos Beserra; Nyedja Fialho Morais Barbosa; Ana Patricia Bastos Peixoto; Érika Fialho Morais Xavier; Jader Silva Jale; Sílvio Fernando Alves Xavier Júniorhttps://creativecommons.org/licenses/by/4.0info:eu-repo/semantics/openAccessBeserra, Rafaella Santos Barbosa, Nyedja Fialho Morais Peixoto, Ana Patricia Bastos Morais Xavier, Érika Fialho Jale, Jader Silva Xavier Júnior, Sílvio Fernando Alves2022-06-06T15:12:05Zoai:ojs.pkp.sfu.ca:article/29761Revistahttps://rsdjournal.org/index.php/rsd/indexPUBhttps://rsdjournal.org/index.php/rsd/oairsd.articles@gmail.com2525-34092525-3409opendoar:2024-01-17T09:46:45.000086Research, Society and Development - Universidade Federal de Itajubá (UNIFEI)false |
dc.title.none.fl_str_mv |
Modeling with logistic regression for credit grant analysis Modelación con regresión para análisis de otorgamento de crédito Modelagem com regressão logística para análise de concessão de crédito |
title |
Modeling with logistic regression for credit grant analysis |
spellingShingle |
Modeling with logistic regression for credit grant analysis Beserra, Rafaella Santos Minería de datos Curva ROC Probabilidad. Data mining ROC curve Probability. Mineração de dados Curva ROC Probabilidade. |
title_short |
Modeling with logistic regression for credit grant analysis |
title_full |
Modeling with logistic regression for credit grant analysis |
title_fullStr |
Modeling with logistic regression for credit grant analysis |
title_full_unstemmed |
Modeling with logistic regression for credit grant analysis |
title_sort |
Modeling with logistic regression for credit grant analysis |
author |
Beserra, Rafaella Santos |
author_facet |
Beserra, Rafaella Santos Barbosa, Nyedja Fialho Morais Peixoto, Ana Patricia Bastos Morais Xavier, Érika Fialho Jale, Jader Silva Xavier Júnior, Sílvio Fernando Alves |
author_role |
author |
author2 |
Barbosa, Nyedja Fialho Morais Peixoto, Ana Patricia Bastos Morais Xavier, Érika Fialho Jale, Jader Silva Xavier Júnior, Sílvio Fernando Alves |
author2_role |
author author author author author |
dc.contributor.author.fl_str_mv |
Beserra, Rafaella Santos Barbosa, Nyedja Fialho Morais Peixoto, Ana Patricia Bastos Morais Xavier, Érika Fialho Jale, Jader Silva Xavier Júnior, Sílvio Fernando Alves |
dc.subject.por.fl_str_mv |
Minería de datos Curva ROC Probabilidad. Data mining ROC curve Probability. Mineração de dados Curva ROC Probabilidade. |
topic |
Minería de datos Curva ROC Probabilidad. Data mining ROC curve Probability. Mineração de dados Curva ROC Probabilidade. |
description |
With the advancement of Big Data and the growing number of large masses of data in the most diverse areas of study, data mining techniques become increasingly necessary to obtain accurate and robust statistical information. This study aimed to show the efficiency of logistic regression as a data mining technique in obtaining a useful and statistically effective model in the analysis of customers for granting bank credit. The data comes from the Machine Learning Repository’s at the University of California-Irvin UCI. The database was divided into two groups: training and testing. The adjusted model was selected using the stepwise method in the R program. The model met the expectations of goodness of fit, with an accuracy of approximately 72% in discriminating non-defaulting from non-defaulting customers, sensitivity of 87% of the 140 non-defaulting customers, the model was correct 122 and specificity of 38%. The ROC curve had an area of 0.847, suggesting an effective fit. |
publishDate |
2022 |
dc.date.none.fl_str_mv |
2022-05-19 |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
https://rsdjournal.org/index.php/rsd/article/view/29761 10.33448/rsd-v11i7.29761 |
url |
https://rsdjournal.org/index.php/rsd/article/view/29761 |
identifier_str_mv |
10.33448/rsd-v11i7.29761 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.relation.none.fl_str_mv |
https://rsdjournal.org/index.php/rsd/article/view/29761/25727 |
dc.rights.driver.fl_str_mv |
https://creativecommons.org/licenses/by/4.0 info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
https://creativecommons.org/licenses/by/4.0 |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Research, Society and Development |
publisher.none.fl_str_mv |
Research, Society and Development |
dc.source.none.fl_str_mv |
Research, Society and Development; Vol. 11 No. 7; e15211729761 Research, Society and Development; Vol. 11 Núm. 7; e15211729761 Research, Society and Development; v. 11 n. 7; e15211729761 2525-3409 reponame:Research, Society and Development instname:Universidade Federal de Itajubá (UNIFEI) instacron:UNIFEI |
instname_str |
Universidade Federal de Itajubá (UNIFEI) |
instacron_str |
UNIFEI |
institution |
UNIFEI |
reponame_str |
Research, Society and Development |
collection |
Research, Society and Development |
repository.name.fl_str_mv |
Research, Society and Development - Universidade Federal de Itajubá (UNIFEI) |
repository.mail.fl_str_mv |
rsd.articles@gmail.com |
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1797052795381088256 |