Browsing by Author "Astudillo Fingerhut, Nicole Karina"
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Item PROPUESTAS PARA LA PREDICCIÓN DEL SOBREENDEUDAMIENTO EN HOGARES DE CHILE MEDIANTE EL USO DE UN MODELO HÍBRIDO QUE MEZCLA "ARTIFICIAL NEURO FUZZY INFERENCE SYSTEM" Y MODELO PROBIT(2018) Astudillo Fingerhut, Nicole Karina; Departamento de Industrias; Kristjanpoller Rodriguez, Werner David; Scavia Dal Pozzo, Javier Andres; Villena Chamorro, Marcelo JulianThe increase in debt levels of families in dierent parts of the world has attracted theattention of local and global organizations dedicated to the prevention of financial risks,and has intensified the interest in developing early detection methods for over-indebtednessin the population. The present work proposes a hybrid model of Adaptative Neuro FuzzyInferences System (ANFIS) for the prediction of household over indebtedness, based ona statistical technique and Neuro Fuzzy. The proposed model was compared with theProbit, Multilayer Perceptron (MLP) and Support Vector Machine (SVM) models. Themost relevant parameters for the performance of each technique are optimized, and wemanage the data balance problems through the Smote oversampling technique. We usedata obtained from the Financial Household Survey of the Central Bank (EFH) 2014 ofChile. The results show that the proposed model has a significantly better performance than the reference models in terms of the correct classification rate, the average correctclassification rate and the type I error. Consequently, this work provides an innovativeunderstanding of the problem of over-indebtedness of households that can be very usefulfor dierent governmental entities focused on preventing excessive indebtedness andmaintaining financial stability.
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