KICHIK VA O‘RTA BIZNES SUBYEKTLARI UCHUN REAL VAQT REJIMIDA DINAMIK RISKPROFILGA ASOSLANGAN KREDIT LAYOQATINI BAHOLASHNING ADAPTIV MODELI (DRPKREDIT MODELI)
DOI:
https://doi.org/10.5281/zenodo.20505120Keywords:
kredit riski, KO‘B moliyalashtirish, dinamik skoring, adaptiv model, FinTech, asimmetrik axborot, risk-profil, sun’iy intellekt, O‘zbekiston moliyaviy bozoriAbstract
Ushbu ilmiy-tadqiqot ishida kichik va o‘rta biznes (KO‘B) subyektlari uchun amalda qo‘llanilayotgan kredit
baholash tizimlarini yanada takomillashtirishga qaratilgan ixtiro — Dinamik Risk-Profil Kredit Modeli (DRP-Credit Model)
ilmiy jihatdan asoslab berilgan. Model uchta asosiy moduldan iborat: dinamik ma’lumotlarni yig‘ish va normalizatsiya qilish
moduli, adaptiv vazn koeffitsiyentlari matritsasi hamda risk-profilni real vaqt rejimida yangilash tizimi. Tajriba natijalari
shuni ko‘rsatadiki, DRP-Credit Modeli an’anaviy FICO va kredit skoring tizimlariga nisbatan yolg‘on manfiy xatolar (false
negative) ko‘rsatkichini 34 foizga, yolg‘on musbat xatolar (false positive) ko‘rsatkichini esa 28 foizga qisqartirish imkonini
beradi.
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