TIJORAT BANKLARIDA MIJOZLARNING KREDIT QOBILIYATINI BAHOLASH UCHUN SKORING MODELIDA SUN’IY INTELLEKTNI JORIY ETISHNING AHAMIYATI
DOI:
https://doi.org/10.5281/zenodo.20445988Keywords:
sun’iy intellekt, kredit baholash, mashinali o‘qitish, kreditga layoqatlilik, tijorat banklari, tushuntirib bo‘ladigan sun’iy intellekt, gradiyentni kuchaytirish, model xavfi, algoritmik adolat, Bazel III.Abstract
Tijorat banklarida skoring modellariga sun’iy intellekt (SI) va mashinali o‘qitish (ML)ni joriy etish tahlil qilingan.
Tadqiqot SI asosidagi skoringning nazariy asoslarini, asosiy model arxitekturalarini — gradiyentni kuchaytirish, chuqur
o‘rganish, tushuntirilishi mumkin bo‘lgan SI — hamda interpretatsiya, algoritmik noxolislik va me’yoriy muvofiqlik kabi
muhim muammolarni o‘rganadi. Oltita qiyosiy tadqiqotdan olingan empirik dalillar SI modellarining logistik regressiyadan
AUC bo‘yicha 9–13 foiz bandga ustunligini tasdiqlaydi. Interpretatsiya qilish qobiliyati va samaradorlik o‘rtasidagi
muvozanat markaziy ziddiyat sifatida belgilanib, tabiatan tushuntirilishi mumkin bo‘lgan modellar me’yoriy talablar bilan
muvofiqlikni ta’minlashning maqbul yo‘li ekanligi ko‘rsatilgan. Mas’uliyatli SI baholashini joriy etish bo‘yicha amaliy
tavsiyalar ishlab chiqilgan.
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