Discriminant analysis in a credit scoring model

  • Authors:

  • G. Mircea;M. Pirtea;M. Neamţu;S. Băzăvan

  • Affiliations:

  • Faculty of Economics and Business Administration, West University of Timisoara, Romania;Faculty of Economics and Business Administration, West University of Timisoara, Romania;Faculty of Economics and Business Administration, West University of Timisoara, Romania;Faculty of Economics and Business Administration, West University of Timisoara, Romania

  • Venue:
  • AIASABEBI'11 Proceedings of the 11th WSEAS international conference on Applied informatics and communications, and Proceedings of the 4th WSEAS International conference on Biomedical electronics and biomedical informatics, and Proceedings of the international conference on Computational engineering in systems applications
  • Year:
  • 2011

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Abstract

The purpose of this paper is to define a specific credit score model, based on discriminant analysis in order to complete financial diagnoses on particular predefined classes. The model is built based on a set of observations for which the classes are known. The classes in this paper are made of companies with certain characteristics which reflect the creditworthiness of that entity.