Building an Intelligent Comprehensive Scoring Model Based on Fuzzy Technologies

Abstract

The article is devoted to the analysis of scoring models used in one of the Russian commercial banks. The purpose of the article is to build a comprehensive scoring model that takes into account various groups of additional variables that increase the accuracy of the model and reduce the default percentage of borrowers. To construct such a model, it is proposed to use fuzzy control technologies, as one of the methods of data mining.