Dr. Olga Zhukovska

National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Department of Economic Cybernetics, Ukraine

CV: Dissertation Topic of PhD : Interval Models of Collective Decision Making in Conditions of Risk Area of Scientific Interests: Interval Data Analysis, Statistical Data Analysis, Collective Decision Making. Employment: Associate Professor of the Department of Economic Cybernetics, National Technical University of Ukraine "Kyiv Polytechnic Institute". Academic disciplines: Forecasting of Socio-Economic Processes, Bayesian Models of Collective Decision Making Author more than 65 scientific works, 6 books (monograph and textbooks), including: Mathematical Models of Collective Decision Making, Basics of Interval Analysis, Decision Making Theory, Econometrics. Scopus Author ID: 8964321000 https://orcid.org/0000-00 https://scholar.google.com.ua/citations?user=rPGyAxIAAAAJ&hl=ru&oi=ao

Presentation title: Bayesian Strategy of Collective Decision-Making for Credit Scoring Problem

Abstract: In order to reduce credit risk, when making a credit decision, both computer scoring systems and assessments of borrowers by credit experts are used. However, scoring systems cannot take into account the psychological state and behavior of the borrower, which may indicate unreliability. At the same time, the decision-making by a team of credit analysts can be contradictory: one part of the team recognizes the borrower as trustworthy, the other - unreliable. To solve this problem, the report proposes an original approach based on the Bayesian strategy. It is shown that the proposed approach is constructive, since for its implementation it is enough to evaluate the probabilistic characteristics of loan officers and borrowers based on a retrospective analysis of credit histories.