期刊文献+

基于多分类器组合的个人信用评估模型 被引量:17

An Ensemble Credit Scoring Model Based on Multiple Classifiers
下载PDF
导出
摘要 针对个人信用评估单一模型存在的不足,提出一种基于多分类器组合的个人信用评估模型。该模型综合了多元判别分析、logistic回归、神经网络、支持向量机等七种个人信用评估单一模型的预测结果,利用加权投票方法对其进行组合并输出最后预测结果。在某商业银行信用卡数据集上的测试结果表明,组合模型能有效地提高预测精度及稳健性,对信贷机构控制消费信贷风险具有很好的适用性。 This paper proposes an ensemble credit scoring model in which the results of seven base classifiers are combined through weighted voting,The accuracy and robustness of the ensemble model are tested using 5-fold cross validation with a credit card data sets from a commercial bank.Results demonstrate that the ensemble model based on multiple classifiers is efficient and predominant in credit scoring domain.
作者 向晖 杨胜刚
出处 《湖南大学学报(社会科学版)》 CSSCI 北大核心 2011年第3期30-33,共4页 Journal of Hunan University(Social Sciences)
关键词 个人信用评估 多分类器组合 组合模型 credit scoring multiple classifiers ensemble model
  • 相关文献

参考文献6

二级参考文献27

  • 1Baesens B ; Van Gestel T ; Viaene S ; Stepanova M ;Suykens J ; Vanthienen J ( 2003 ) Benchmarking state- ofthe-art classification algorithms for credit scoring,The Journal of the Operational Research Society,54,627 ~ 635.
  • 2Desai,V S ,Crook,J N and Overstreet,G A (1996) A comparison of neural networks and linear scoring models in the credit environment.European Journal of Operational Research,95,24 ~ 37.
  • 3Desai,V S ,Convay,D G ,Crook,J N and Overstreet G A (1997) Credit scoring models in the credit union environment using neural networks and genetic algorithms.IMA Journal of Mathematics Applied in Business and Industry,8,323 ~ 346.
  • 4Rosenberg,E.and Gleit,A.(1994) Quantitative methods in credit management:a survey.Operations Research,42,589 ~ 613.
  • 5Thomas,L C ,Edelman D B and Jonathan N.Crook (2002),Credit Scoring and Its Application,SIAM monographs on mathematical modeling and Computation,Philadelphia.
  • 6Yobas,M.and Crook,J N ( 2000 ) Credit Scoring Using Neural and Evolutionary Techniques.IMA Statistics in Finance,Journal of Mathematics Applied in Business and Industry,11,111 ~ 125.
  • 7王济川 郭志刚.Logistic回归模型-方法与应用[M].高等教育出版社,-..
  • 8Baesens B.; Van Gestel T.; Viaene S.; Stepanova M.;Suykens J.; Vanthienen J ( 2003 ) Benchmarking state- ofthe-art classification algorithms for credit scoring,The Journal of the Operational Research Society,54,627 ~ 635.
  • 9Desai,V.S.,Crook,J.N.and Overstreet,G.A.(1996) A comparison of neural networks and linear scoring models in the credit environment.European Journal of Operational Research,95,24 - 37.
  • 10Desai,V.S.,Convay,D.G.,Crook,J.N.and Overstreet G.A.(1997) Credit scoring models in the credit union environment using neural networks and genetic algorithms.IMA Journal of Mathematics Applied in Business and Industry,8,323 ~ 346.

共引文献100

同被引文献173

引证文献17

二级引证文献71

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部