Beta
351751

Statistical Analysis for Credit Scoring based on Logistic regression model

Article

Last updated: 25 Dec 2024

Subjects

-

Tags

-

Abstract

     A large number of classification techniques for credit scoring can be found in literature. Among These techniques statistical models which mainly comprise logistic regression techniques, linear discriminant analysis, k-nearest neighbor and classification tree. In the study, 614 random loan applications for clients made of a bank branch were examined. In this paper, Logistic Regression Analysis" was conducted to determine the problem and related factors and to predict the credibility according to these factors. In the model, customer age, education status, marital status, gender, profession, income, debt income ratio, credit card debt, other debts and multiplication product are taken as independent variables. As a result of the study, the bank branch will benefit from the statistical model in which it is created, to evaluate according to the customer characteristics in its portfolio, and to give more credit to branch customers.

DOI

10.21608/caf.2024.351751

Keywords

: Credit Scoring, logistic regression (LR), loan prediction

Authors

First Name

Mona Emad El-Din

Last Name

Mohamed

MiddleName

-

Affiliation

a Faculty of commerce- Al-Azhar University (Girls Campus), Egypt

Email

monaemad527@gmail.com

City

-

Orcid

-

First Name

Mervat

Last Name

El-Gohary

MiddleName

-

Affiliation

Professor of Statistics Faculty of commerce- Al-Azhar University (Girls Campus), Egypt.

Email

mervatelgohary@gmail.com

City

Cairo

Orcid

-

First Name

Ahmed Amin

Last Name

El-Sheikh

MiddleName

-

Affiliation

Professor of Applied Statistics and Econometrics- Faculty of Graduate Studies for Statistical Research Cairo University. Egypt

Email

aham103@yahoo.com

City

-

Orcid

-

Volume

44

Article Issue

1

Related Issue

47083

Issue Date

2024-03-01

Receive Date

2024-04-08

Publish Date

2024-03-01

Page Start

345

Page End

359

Print ISSN

1110-4716

Online ISSN

2682-4825

Link

https://caf.journals.ekb.eg/article_351751.html

Detail API

https://caf.journals.ekb.eg/service?article_code=351751

Order

351,751

Publication Type

Journal

Publication Title

التجارة والتمويل

Publication Link

https://caf.journals.ekb.eg/

MainTitle

Statistical Analysis for Credit Scoring based on Logistic regression model

Details

Type

Article

Created At

25 Dec 2024