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dc.contributor.authorPietrapiana, Fabio
dc.contributor.authorTroncoso, Alicia
dc.contributor.authorFeria Domínguez, José Manuel
dc.contributor.otherPietrapiana, Fabio
dc.date.accessioned2021-03-10T07:40:29Z
dc.date.available2021-03-10T07:40:29Z
dc.date.issued2021
dc.identifier.citationPietrapiana, F., Feria-Dominguez, J. M., & Troncoso, A. (2021). Applying wrapper-based variable selection techniques to predict MFIs profitability: Evidence from peru. Journal of Development Effectiveness. DOI: 10.1080/19439342.2021.1884119es_PE
dc.identifier.issn1943-9407
dc.identifier.urihttps://hdl.handle.net/20.500.12724/12643
dc.description.abstractIn this paper, we analyse the main factors explaining the profitability (ROA) of Microfinance Institutions (MFIs) in Peru from 2011 to 2107. We apply three wrapper techniques to asample of 168 Peruvians MFIs and 69 attributes obtained from MIX Market database. After running the algorithms M5', knearest neighbours (KNN) and Random Forest, we find that the M5' algorithm provides the best fit for predicting ROA. Particularly, the key variable of the regression tree is the percentage of expenses over assets and, depending on its value, it is followed by net income after taxes and before donations, or profit margins.en_EN
dc.description.abstractEn este trabajo, analizamos los principales factores que explican la rentabilidad (ROA) de las Instituciones de Microfinanzas (IMF) en Perú desde 2011 hasta 2107. Aplicamos tres técnicas de envoltura a una muestra de 168 IMF peruanas y 69 atributos obtenidos de la base de datos MIX Market. Después de ejecutar los algoritmos M5', vecinos knearest (KNN) y Random Forest, encontramos que el algoritmo M5' proporciona el mejor ajuste para predecir el ROA. En particular, la variable clave del árbol de regresión es el porcentaje de gastos sobre activos y, dependiendo de su valor, le sigue la utilidad neta después de impuestos y antes de donaciones o márgenes de utilidad.es_PE
dc.formatapplication/html
dc.language.isoeng
dc.publisherRoutledge
dc.relation.ispartofurn:issn:1943-9407
dc.rightsinfo:eu-repo/semantics/openAccess*
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/*
dc.sourceRepositorio Institucional. Ulima
dc.sourceUniversidad de Lima
dc.subjectRentabilidades_PE
dc.titleApplying wrapper-based variable selection techniques to predict MFIs profitability: evidence from Peruen_EN
dc.typeinfo:eu-repo/semantics/article
dc.type.otherArtículo en Scopuses_PE
dc.identifier.journalJournal of Development Effectiveness
dc.publisher.countryUK
dc.subject.ocdehttps://purl.org/pe-repo/ocde/ford#2.11.04
dc.identifier.doihttps://doi.org/10.1080/19439342.2021.1884119
ulima.catOI
ulima.autor.afiliacionDepartment of Industrial Engineering, University of Lima.
ulima.autor.carreraIngeniería Industrial
ulima.autor.carreraPrograma de Estudios Generales
dc.identifier.isni121541816
dc.identifier.scopusid2-s2.0-85100938425


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