| 引用本文: | 任潇,姜明辉,车凯,王尚.个人信用评估组合模型选择方案研究[J].哈尔滨工业大学学报,2016,48(5):67.DOI:10.11918/j.issn.0367-6234.2016.05.010 |
| REN Xiao,JIANG Minghui,CHE Kai,WANG Shang.The research on methods of personal credit scoring combined model selection based on optimized index system[J].Journal of Harbin Institute of Technology,2016,48(5):67.DOI:10.11918/j.issn.0367-6234.2016.05.010 |
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| 摘要: |
| 为准确评估借款人的信用和合理控制商业银行风险，首先对个人信用评分模型的常用模型进行了总结和归纳，然后通过分析比较说明了不同模型的准确性.在"坏样本"的区分与结果判断上采用加权方式，提出修正算法来确定信用评分模型中的指标权重，满足不同银行数据多样化的需要，提高评分模型精度.
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| 关键词: 风险控制 个人信用 信用评分模型 修正算法 |
| DOI：10.11918/j.issn.0367-6234.2016.05.010 |
| 分类号:F830.589 |
| 文献标识码:A |
| 基金项目: |
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| The research on methods of personal credit scoring combined model selection based on optimized index system |
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REN Xiao1, JIANG Minghui1, CHE Kai2, WANG Shang3
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(1.School of Management, Harbin Institute of Technology, 150001 Harbin, China; 2.School of Computer Science and Technology, Harbin Institute of Technology, 150001 Harbin, China; 3.School of Materials Science and Engineering, Harbin Institute of Technology, 150001 Harbin, China)
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| Abstract: |
| For precise estimation of borrowers' personal credit and reasonable risk management of commercial bank, main models as well as problems are pointed out first. Next, to solve these problems, a modified algorithm is designed to compute a series of weights for indexes to satisfy different needs in different banks with various data and finally improve the accuracy of the model.
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| Key words: risk management personal credit model for credit scoring modified algorithm |
