{"id":84693,"date":"2018-03-10T00:09:03","date_gmt":"2018-03-10T00:09:03","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/modelos-no-parametricos-en-problemas-de-clasificacion-financiera\/"},"modified":"2018-03-10T00:09:03","modified_gmt":"2018-03-10T00:09:03","slug":"modelos-no-parametricos-en-problemas-de-clasificacion-financiera","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/modelos-no-parametricos-en-problemas-de-clasificacion-financiera\/","title":{"rendered":"Modelos no param\u00e9tricos en problemas de clasificacion financiera"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Rosa M. Puertas Medina <\/strong><\/h2>\n<p>El credit scoring consiste en la asignaci\u00f3n autom\u00e1tica de una puntaci\u00f3n a una determinada operaci\u00f3n de cr\u00e9dito bas\u00e1ndose en las caracter\u00edstica de la misma as\u00ed como en el resultado  de otras operaciones similares realizadas en el pasado. La presente tesis analiza la capacidad predictiva de diversos modelos de clasificaci\u00f3n en problemas de credit scoring, en concreto, nuestro objetivo consiste en determinar si existe alg\u00fan modelo que domine a otros, de manera que resulte m\u00e1s atractivo en el proceso de toma de decisiones. para conseguir este objetivo, analizamos una extensa variedad de modelos no empleados con anterioridad en la literatura. Los modelos empleados son de tipo param\u00e9trico, que suponen una determinada estructura funcional, y no param\u00e9trico, basados en la aproximaci\u00f3n a dicha estructura mediante el empleo de formas funcionales flexibles. Tras verificar que, en general, no existen diferencias significativas entre ambos enfoques, se proponen un algoritmo de hibridaci\u00f3n que permita aprovechar las ventajas de los modelos individuales y conseguir, de este modo, una mayor eficiencia predictiva. finalmente, aportamos resultados que demuestran la importancia del procedimiento de estimaci\u00f3n, comprobando que los m\u00e9todos tradicionales resultan ser computacionalmente inferiores a procedimientos heur\u00edsticos basados en los principios de evoluci\u00f3n natural.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelos no param\u00e9tricos en problemas de clasificacion financiera<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelos no param\u00e9tricos en problemas de clasificacion financiera <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Rosa M. Puertas Medina <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Universitat de val\u00e9ncia (estudi general)<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 26\/05\/2000<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Mar\u00eda Bonilla Musoles<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: matilde Fernandez blanco <\/li>\n<li>salvador Cruz rambaud (vocal)<\/li>\n<li>eliseo Navarro arribas (vocal)<\/li>\n<li>Miguel angel Tapia torres (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Rosa M. Puertas Medina El credit scoring consiste en la asignaci\u00f3n autom\u00e1tica de una puntaci\u00f3n a una [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[772,82,8619,974,524],"tags":[39384,12228,11792,45677,178773,17135],"class_list":["post-84693","post","type-post","status-publish","format-standard","hentry","category-actividad-economica","category-ciencias-economicas","category-dinero-y-banca","category-econometria","category-modelos-econometricos","tag-eliseo-navarro-arribas","tag-maria-bonilla-musoles","tag-matilde-fernandez-blanco","tag-miguel-angel-tapia-torres","tag-rosa-m-puertas-medina","tag-salvador-cruz-rambaud"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/84693","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=84693"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/84693\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=84693"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=84693"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=84693"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}