Judul: Credit risk modeling using logistic ridge regression
Abstrak: The growth of credit of national banking may cause a greater risk faced by banks. One thing we must highlight is a way to determine whether the new applicant will be good in loan repayments. A well known and widely used method for classifying the new applicant of credit is Logistic Regression. Multicollinearity is a problem that is frequently encountered in model building. Usually, variable selection method is used for handling this problem. But sometimes it creates a new problem when the important variable does not enter to the model. Logistic Ridge Regression could be an alternative in logistic regression when multicollinearity exists. The advantage of this method is that it can handle multicollinearity without deleting any predictor variables. This research compared the performance of logistic ridge regression and logistic regression with variable selection to predict the collectability status of new applicants of credit. There were 1000 observations of German Credit data set. The 740 observations were used for modeling and 260 observations were used for validation. Backward was the best among other selection variable methods which had the highest c statistic and the model was fit by Hosmer and Lemeshow Goodness-of-Fit Test. By using backward logistic regression, it showed that among 17 variables there were eight variables which were significant in the wald test. There were many significant correlations among the predictors but the highest correlation coefficient was 0.628 which exist between duration of credit (V1) and credit amount (V2).The ridge parameter or λ was 0.001. The optimal cut point of backward logistic regression was 0.680, while for logistic ridge regression was 0.677. By comparing the c statistic and the total correctly predicted cases, we can see that the logistic ridge regression was better than backward logistic regression in training data. However, with testing data (validation), backward logistic regression was better. To have a better understanding of the model with higher correlation values between V1 and V2, V2* was generated to replace V2 and logistic regression with variable selection and ridge were also built. The result pointed out that logistic ridge regression has a little higher capability to predict the new applicant’s collectability status than logistic regression with variable selection.
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Judul: Analisis Regresi Logistik dan CART untuk Credit Scoring dengan Penanganan Kelas Tak Seimbang
Abstrak: Tidak adanya jaminan pada suatu jenis kredit akan membuat risiko kredit (gagal bayar) yang dihadapi oleh pihak bank semakin tinggi. Penerapan prinsip kehati-hatian oleh bank diterapkan dengan mengelola portofolio kredit yang dimiliki, sehingga potensi risiko yang terjadi dapat diukur dan dikontrol dalam suatu model. Credit scoring menggambarkan seberapa besar kemungkinan debitur akan macet dengan pembayaran. Pada penelitian ini dibandingkan pemodelan credit scoring antara analisis regresi logistik dan Classification and Regression Trees (CART) dalam mengklasifikasikan debitur yang nantinya dapat digunakan oleh bank untuk membuat atau mengevaluasi kebijakan terkait kredit. Permasalahan klasifikasi pada ketidakseimbangan kelas salah satunya dapat ditangani dengan Synthetic Minority Oversampling Technique (SMOTE). Hasil penelitian ini menunjukkan bahwa analisis Regresi Logistik dengan penanganan SMOTE menghasilkan kinerja yang lebih baik karena memiliki nilai sensitifitas yang lebih tinggi daripada analisis CART dan tidak terdapat perbedaan nilai terlalu besar pada nilai Area Under Curve (AUC). Peubah yang berpengaruh signifikan dalam klasifikasi debitur (lancar, macet) adalah tingkat pendidikan, status kepemilikan rumah, dan pendapatan., The absence of collateral for a type of credit will increase the bank's credit risk (failed to pay). Banks apply the precautionary principle by managing their credit portfolios so that potential hazards that occur can be measured and controlled in a model. Credit scoring describes how likely a debtor will fail with payments. This study aimed to compare logistic regression analysis and Classification and Regression Trees (CART) in classifying debtors to evaluate credit policies. One of the problems in classification is unbalanced data. Synthetic Minority Oversampling Technique (SMOTE) is a technique to handle the unbalanced problem in classification. The results show that the logistic regression model with SMOTE has higher sensitivity than the CART model, and there was no difference in Area Under Curve (AUC). The variables that have significant effects on the classification of debtors (good, bad) are level of education, homeownership status, and income.
Keyword: CART, Credit Scoring, Logistic Regression, Credit Risk, SMOTE

Judul: Isolasi Taurin Dari Cairan Empedu Sapi
Abstrak: Tamin atan asam 2-aminoetanasulfonat adalah asam amino bebas berwujud kristal putih pada slim kamar dengan titik leleh 300°C. Senyawa ini berperan penting dalam proses metabolisme hewan dan dimanfaatkan sebagai komponen aktif minuman berenergi, serta sebagai suplemen dalam formulasi makanan bayi. Taurin menyebar dalam setiap organ tubuh mamalia tennasuk pada empedu daIam bentuk berkonjugasi dengan asam empedu.
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