多种个人信用评分模型在中国应用的比较研究被引量：60

The Comparative Analysis of the Application of Several Scoring Models of Consumer Credit in China

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摘要 Based on a set of credit card sample of Chinese commercial bank,a systemically comparative study of various statistical credit scoring models was firstly made in China The comparative study indicated that every model has its own strength and weakness The strengths of linear discriminant analysis,linear program,and Logistic regression are that these models are explainable and their outputs can be a linear scorecard(so can be easily implemented) But these models have higher misclassification rate comparing with others Neural network and classification tree models have a higher predict accuracy,but may be‘over fitted’,and their outputs are hard to be Based on a set of credit card sample of Chinese commercial bank,a systemically comparative study of various statistical credit scoring models was firstly made in China The comparative study indicated that every model has its own strength and weakness The strengths of linear discriminant analysis,linear program,and Logistic regression are that these models are explainable and their outputs can be a linear scorecard(so can be easily implemented) But these models have higher misclassification rate comparing with others Neural network and classification tree models have a higher predict accuracy,but may be‘over fitted’,and their outputs are hard to be explained

作者石庆焱靳云汇

机构地区北京大学光华管理学院

出处《统计研究》 CSSCI 北大核心 2004年第6期43-47,共5页 Statistical Research

关键词个人信用评分模型中国比较研究 LOGISTIC回归神经网络

分类号 F832.479 [经济管理—金融学] B82-053 [哲学宗教—伦理学]

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