dc.contributor.author | Pietrapiana, Fabio | |
dc.contributor.author | Troncoso, Alicia | |
dc.contributor.author | Feria Domínguez, José Manuel | |
dc.contributor.other | Pietrapiana, Fabio | |
dc.date.accessioned | 2021-03-10T07:40:29Z | |
dc.date.available | 2021-03-10T07:40:29Z | |
dc.date.issued | 2021 | |
dc.identifier.citation | Pietrapiana, 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: 10.1080/19439342.2021.1884119 | es_PE |
dc.identifier.issn | 1943-9407 | |
dc.identifier.uri | https://hdl.handle.net/20.500.12724/12643 | |
dc.description.abstract | In 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.abstract | En 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.format | application/html | |
dc.language.iso | eng | |
dc.publisher | Routledge | |
dc.relation.ispartof | urn:issn:1943-9407 | |
dc.rights | info:eu-repo/semantics/openAccess | * |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | * |
dc.source | Repositorio Institucional. Ulima | |
dc.source | Universidad de Lima | |
dc.subject | Rentabilidad | es_PE |
dc.title | Applying wrapper-based variable selection techniques to predict MFIs profitability: evidence from Peru | en_EN |
dc.type | info:eu-repo/semantics/article | |
dc.type.other | Artículo en Scopus | es_PE |
dc.identifier.journal | Journal of Development Effectiveness | |
dc.publisher.country | UK | |
dc.subject.ocde | https://purl.org/pe-repo/ocde/ford#2.11.04 | |
dc.identifier.doi | https://doi.org/10.1080/19439342.2021.1884119 | |
ulima.cat | OI | |
ulima.autor.afiliacion | Department of Industrial Engineering, University of Lima. | |
ulima.autor.carrera | Ingeniería Industrial | |
ulima.autor.carrera | Programa de Estudios Generales | |
dc.identifier.isni | 121541816 | |
dc.identifier.scopusid | 2-s2.0-85100938425 | |