Dubinska analiza podataka za cjeloviti pristup korisniku u bankarskim sustavima

doctoral thesis

• Title (english): Data mining for holistic customer management in banking systems
• Author: Berislav Nadinić
• Mentor: Damir Kalpić (mentor)
• Committee member: Damir Kalpić (član povjerenstva)
• Granter: University of Zagreb; Faculty of Electrical Engineering and Computing; (Department of Applied Computing); Zagreb
• Defense date and country: 2009-04-14, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Computing
• Universal decimal classification (UDC): 004 - Computer science and technology. Computing. Data processing

Abstract

Smjernice sporazuma Basel II propisuju stvaranje repozitorija agregiranih povijesnih podataka o klijentu kako bi se mogli razviti interni modeli procjene kreditnog rizika. U ovoj disertaciji se predlaže novi cjeloviti pristup brizi o korisniku korištenjem dubinske analize podataka nad podacima prikupljenim u svrhu zadovoljenja smjernica Basel II sporazuma. Predlaže se nova metoda analize podataka te nove metode ocjenjivanja i unaprjedenja kvalitete podataka. Uz predložene metode rukovanja ekstremnim vrijednostima, u disertaciji se diskutira i integracija predloženog pristupa s implementacijom smjernica sporazuma Basel II. Definira se i sustav za cjeloviti pristup korisniku kao i predložene primjene tehnika dubinske analize podataka u sustavu.

Abstract (english)

Basel II Capital Accord guidelines require repositories of aggregated, customer centric historical data for internal credit risk model development. In this dissertation a new holistic approach to customer relationship management is proposed. This approach uses data mining techniques of data gathered for the purposes of Basel II. Also, a new method for data analysis is proposed, as well as new methods for improving and assessing data quality. The dissertation proposes methods for dealing with outliers and discusses the application of the proposed approach with the implementation of a Basel II compliant architecture. A new system for customer relationship management is proposed and the application of data mining techniques in such a system is discussed.

• Keywords: Basel II; upravljanje odnosa s korisnicima; dubinska analiza podataka; kvaliteta podataka
• Keywords (english): Basel II; CRM; data mining; data quality
• Language: croatian
• URN:NBN: urn:nbn:hr:168:050142
• Project: Number: 036-0361983-2022; Title: Održivi razvoj informacijskih sustava; Leader: Krešimir Fertalj; Jurisdiction: Croatia; Funder: MZOS; Funding stream: ZP
• Project: Number: 036-0361983-3137; Title: Optimiranje i upravljanje rizicima u informacijskim sustavima; Leader: Damir Kalpić; Jurisdiction: Croatia; Funder: MZOS; Funding stream: ZP
• Study programme: Title: Computer Science; Study programme type: university; Study level: postgraduate; Academic / professional title: Doktor znanosti (Doktor znanosti)
• Catalog URL: http://lib.fer.hr/cgi-bin/koha/opac-detail.pl?biblionumber=33347
• Type of resource: Text
• Extent: 162 str.
• File origin: Born digital
• Access conditions: Closed access
• Created on: 2020-03-24 12:09:03