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KREDİKARTI DEĞERLENDİRME TEKNİKLERİNİN KARŞILAŞTIRILMASI

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Abstract (2. Language): 
There are many different techniques and models using by financial institutions for deciding weather ornot to grant credit card or extending the loan. Credit scoring is an important for financial system for utilizing the resources. There are many techniques for credit scoring. The aim of the paper is to compare the efficiency of the techniques. Correct classification, Type I and Type II error are going to be used as an efficiencymeasure. The techniques used in the paper are Discriminant Analysis, Logistic Regression, Classification and Regression Tree (CART) and Neural Networks. CART isthe best techniques according to the criteria Correct classification and Type I Error. Neural network is the best one according to the Type II Error criteria.
Abstract (Original Language): 
Finansal kurumlar tarafından birçok teknik ve model, kredi kartının verilip verilmemesi veya verilen kredinin uzatılıp uzatılmaması konusunda kullanılmaktadır. Kredi değerlendirmesi finansal sistemdeki kısıtlı kaynakların daha verimli kullanılabilmesi için oldukça önemli bir konudur. Kredi değerlendirmesi için kullanılan birçok istatistiksel teknik bulunmaktadır. Bu çalışmanın amacı kullanılacak tekniklerin etkinliğini karşılaştırmaktır. Etkinlik ölçütü olarak doğru sınıflama oranı, Birinci Tip Hata ve İkinci Tip Hata oranlarından faydalanılacaktır. Bu çalışmada Diskriminant Analizi, Lojistik Regresyon, Sınıflama ve Regresyon Ağacı ve Yapay Sinir ağları teknikleri kullanılacaktır. Sınıflama Regresyon Ağacı Birinci Tip hata ve toplam doğru sınıflama oranı kriterlerine bakıldığında en iyi teknik olarak bulunmuştur. İkinci tip hata kriterine göre karşılaştırılma yapıldığında ise Yapay Sinir Ağları en iyi teknik olmuştur.
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Elektronik Kaynakça:
http://www.bkm.com.tr/istatistik/raporlar1.html, (24.06.2006, WEB)
http://www.hazine.gov.tr/stat/egosterge/I-Uretim/I_1.xls, (24.06.2006, WEB)

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