KICHIK VA O‘RTA BIZNES SUBYEKTLARI UCHUN REAL VAQT REJIMIDA DINAMIK RISKPROFILGA ASOSLANGAN KREDIT LAYOQATINI BAHOLASHNING ADAPTIV MODELI (DRPKREDIT MODELI)
##plugins.pubIds.doi.readerDisplayName##:
https://doi.org/10.5281/zenodo.20505120##article.subject##:
kredit riski, KO‘B moliyalashtirish, dinamik skoring, adaptiv model, FinTech, asimmetrik axborot, risk-profil, sun’iy intellekt, O‘zbekiston moliyaviy bozori##article.abstract##
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.
Библиографические ссылки
Stiglitz, J.E., & Weiss, A. (1981). Credit Rationing in Markets with Imperfect Information. American Economic Review,
(3), 393–410.
Diamond, D.W., & Dybvig, P.H. (1983). Bank Runs, Deposit Insurance, and Liquidity. Journal of Political Economy,
(3), 401–419.
Kahneman, D., & Tversky, A. (1979). Prospect Theory: An Analysis of Decision under Risk. Econometrica, 47(2),
–292.
Berger, A.N., & Udell, G.F. (2006). A More Complete Conceptual Framework for SME Finance. Journal of Banking &
Finance, 30(11), 2945–2966.
Altman, E.I. (1968). Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy. Journal of
Finance, 23(4), 589–609.
Merton, R.C. (1974). On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. Journal of Finance, 29(2),
–470.
Agarwal, S., & Hauswald, R. (2010). Distance and Private Information in Lending. Review of Financial Studies, 23(7),
–2788.
Berg, T., Burg, V., Gombović, A., & Puri, M. (2020). On the Rise of FinTechs: Credit Scoring Using Digital Footprints.
Review of Financial Studies, 33(7), 2845–2897.
International Finance Corporation (IFC). (2022). MSME Finance Gap: Assessment of the Shortfalls and Opportunities
in Financing Micro, Small and Medium Enterprises in Emerging Markets. Washington, DC: World Bank Group.
World Bank. (2023). Global Financial Development Database. Washington, DC: World Bank.
Basel Committee on Banking Supervision. (2017). Basel III: Finalising Post-Crisis Reforms. Basel: Bank for International
Settlements.
Organisation for Economic Co-operation and Development (OECD). (2022). Financing SMEs and Entrepreneurs
: An OECD Scoreboard. Paris: OECD Publishing.
O‘zbekiston Respublikasi Statistika agentligi. (2023). O‘zbekiston raqamlarda – 2023. Toshkent: O‘zbekiston
Respublikasi Statistika agentligi.
O‘zbekiston Respublikasi Markaziy banki. (2022). 2022–2025-yillarga mo‘ljallangan bank sektorini raqamlashtirish
strategiyasi. Toshkent: O‘zbekiston Respublikasi Markaziy banki.
O‘zbekiston Respublikasining “Kredit byurolari to‘g‘risida”gi Qonuni. (2019). O‘zbekiston Respublikasi qonunchilik
hujjatlari milliy bazasi.
United States Patent and Trademark Office (USPTO). (2024). Patent Classification G06Q 40/02 – Financial Services,
Banking, Investment or Credit. Alexandria, VA: USPTO.
European Patent Office (EPO). (2024). Espacenet Patent Database: Credit Scoring and Adaptive Financial Systems.
Munich: European Patent Office.
O‘zPatent. (2024). O‘zbekiston Respublikasi intellektual mulk obyektlari milliy reestri. Toshkent: O‘zPatent
Загрузки
##submissions.published##
##issue.issue##
##section.section##
Лицензия
Copyright (c) 2026 MUHANDISLIK VA IQTISODIYOT
Это произведение доступно по лицензии Creative Commons «Attribution» («Атрибуция») 4.0 Всемирная.