Масютин, Алексей Александрович Рандомизированные алгоритмы на основе интервальных узорных структур для задач классификации и регрессии в задачах кредитного риск-менеджмента

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Масютин, Алексей Александрович Рандомизированные алгоритмы на основе интервальных узорных структур для задач классификации и регрессии в задачах кредитного риск-менеджмента
ОГЛАВЛЕНИЕ ДИССЕРТАЦИИ
кандидат наук Масютин, Алексей Александрович
1 Introduction............................................................3

1.1 Ph.D. Thesis Relevance ......................................3

2 Overview of Data Analysis Methods in Commercial Banks..........6

2.1 Mathematical Modeling in Commercial Banks................6

2.2 Neural Networks in Credit Scoring............................10

2.3 Classification Tasks in Marketing Campaign Management . 13

2.4 Loan Default Prediction in Banking: Scorecards ............15

3 Formal Concept Analysis in Classification Problem..................18

3.1 Formal Concept Analysis......................................20

3.2 Lazy Classification with Pattern Structures ..................21

3.3 Query-Based Classification Algorithm ........................22

3.4 Voting Schemes ................................................25

3.5 Experiments with Top-10 Bank Data..........................31

3.6 Experiments with open data..................................39

3.7 QBCA. Alternative approaches................................45

3.8 Interpretability: visualization of premises....................49

3.9 Computational time analysis ..................................59

4 FCA in regression problem............................................64

4.1 Problem description ..........................................64

4.2 Augmented interval pattern structures ........................64

4.3 Query-based regression algorithm with continuous target attribute ..........................................................66

4.4 Data and experiments ..........................................68

5 Conclusion............................................................74

6 Acknowledgements....................................................75

References....................................................................76

Appendix....................................................................86