1
© 2022 Conscientia Beam. All Rights Reserved.
PREDICTIVE CREDITWORTHINESS MODELING IN ENERGY-SAVING FINANCE:
MACHINE LEARNING LOGIT AND NEURAL NETWORK
Herlan
1
Eka Sudarmaji
2+
M. Rubiul Yatim
3
1,2,3
Faculty of Economics and Business, University of Pancasila, Jalan
Srengseng Sawah, Pasar Minggu Jakarta, Indonesia.
1
Email: herlan@univpancasila.ac.id Tel: 0816946278
2
Email: esudarmaji@univpancasila.ac.id Tel: 087884964643
3
Email: mrubiulyatim@univpancasila.ac.id Tel: 081384467762
(+ Corresponding author)
ABSTRACT
Article History
Received: 14 December 2021
Revised: 17 January 2022
Accepted: 31 January 2022
Published: 8 February 2022
Keywords
Creditworthiness
ESCO
Machine learning
Logit regression
LCCA
Retrofit finance.
JEL Classification:
C25, C53, Q48.
Customer's creditworthiness was becoming more crucial for ESCO. Machine learning
was used to predict the creditworthiness of clients in retrofit financing processes.
Machine learning was used to predict the creditworthiness of clients in ESCO financing
processes. This research aimed to develop a retrofitting scoring model to leverage a
machine learning and life cycle cost analysis (LCCA) to evaluate alternative financing for
Energy Efficiency Saving in Indonesia. The model was built on the Logistic Regression
model and Artificial Neural Networks model of machine learning. The model was
developed and tested using the Python algorithm, and the proposed model's efficiency
was demonstrated. The logistic regression calculations showed that the accuracy value
of prediction data with test data was 88.3562 % and 87.67% for Artificial Neural
Networks and Logistic Regression models. The prediction rate result that refers to the
correct predictions among all test data for Artificial Neural Networks and Logistic
Regression model was 92.20% and 91.98%, respectively. Meanwhile, the percentage of
customers who were correct to all customers predicted to default was 94.41% for
Artificial Neural Networks and 93.81% for the Logistic Regression model. Credit models
were helpful to evaluate the risk of consumer loans. Finally, the quality and performance
of these models were evaluated and compared to identify the best one. The logistic
regression and neural network models obtained were good and very similar, although
the neural network was slightly better.
Contribution/Originality: This study gained a deeper understanding of the obstacles in promoting energy
efficiency practices in Indonesia's Building Energy Efficiency and ESCO. Therefore, the results of this study have
implications for management science, management practices in the company and commercial building industry in
Indonesia, and the government as a regulator.
1. INTRODUCTION
This research looked at the influence of an energy-efficiency program on one method of lowering energy
consumption: switching to energy-saving lighting. The figure shows the example comparative measurement between
LED energy-saving and conventional lightings shown in Table 1. Authors defined retrofits as the replacement of
conventional lightings equipment with new LED energy-saving, or the construction of new infrastructure to increase
energy efficiency and lower utility costs before the old equipment was damaged or reached the end of its economic
life (Dobbs et al., 2013; Frankel, Heck, & Tai, 2013; Husin, Ahmad, Ab Wahid, & Kamaruzzaman, 2017; McWilliams
& Walker, 2005). Under this model, retrofit projects would need investment, and the worth of the retrofits would be
determined by the investment payback time (Heesen & Madlener, 2016; Kumbaroğlu & Madlener, 2012). The value
Financial Risk and Management Reviews
2022 Vol. 8, No. 1, pp. 1-11.
ISSN(e): 2411-6408
ISSN(p): 2412-3404
DOI: 10.18488/89.v8i1.2919
© 2022 Conscientia Beam. All Rights Reserved.