Seyed Mahdi Sadatrasoul
Faculty of Management, Kharazmi University, Tehran, Iran
[ 1 ] - Matrix Sequential Hybrid Credit Scorecard Based on Logistic Regression and Clustering
The Basel II Accord pointed out benefits of credit risk management through internal models to estimate Probability of Default (PD). Banks use default predictions to estimate the loan applicants’ PD. However, in practice, PD is not useful and banks applied credit scorecards for their decision making process. Also the competitive pressures in lending industry forced banks to use profit scorecards...
[ 2 ] - Investigating the Effect of Selected Sustainable Development Indicators on Credit Allocation: the Case of National Development Fund of Iran
Credit allocation through the usage of Portfolio optimization mainly seeks tomaximize return and minimize the risk of the portfolio; but there are other importantissues including sustainable development which is important for government/publicsectors. This paper presents a novel credit allocation approach based on portfoliooptimization and investigates the effects of selected indicators of sust...
[ 3 ] - Investigating the missing data effect on credit scoring rule based models: The case of an Iranian bank
Credit risk management is a process in which banks estimate probability of default (PD) for each loan applicant. Data sets of previous loan applicants are built by gathering their data, and these internal data sets are usually completed using external credit bureau’s data and finally used for estimating PD in banks. There is also a continuous interest for bank to use rule based classifiers to b...
[ 4 ] - A Hybrid Business Success Versus Failure Classification Prediction Model: A Case of Iranian Accelerated Start-ups
The purpose of this study is to reduce the uncertainty of early stage startups success prediction and filling the gap of previous studies in the field, by identifying and evaluating the success variables and developing a novel business success failure (S/F) data mining classification prediction model for Iranian start-ups. For this purpose, the paper is seeking to extend Bill Gross and Robert L...
[ 5 ] - Does Fundraising Have Meaningful Sequential Patterns? The Case of Fintech Startups
Nowadays, fundraising is one of the most important issues for both Fintech investors and startups. The pattern of fundraising in terms of “number and type of rounds and stages needed” are important. The diverse features and factors that could stem from Fintech business models which can influence success are of the key issues in shaping these patterns. This study applied the top 100 KPMG Fintech...
Co-Authors