Computer Science

Computer Science ›› 2020, Vol. 47 ›› Issue (11A): 116-118.doi: 10.11896/jsjkx.200400017

• Artificial Intelligence • Previous Articles     Next Articles

Implementation of Financial Venture Capital Score Card Model Based on Logistic Regression

BIAN Yu-ning, LU Li-kun, LI Ye-li, ZENG Qing-tao, SUN Yan-xiong   

  1. Beijing Institute of Graphic Communication,Beijing 102600,China
  • Online:2020-11-15 Published:2020-11-17
  • About author:BIAN Yu-ning,born in 1994,master.Her main research interests include data mining and so on.
  • Supported by:
    This work was supported by the Beijing Science and Technology Innovation Service Capacity Building Project(PXM2016_014223_000025) and Major Special Projects of Science and Technology in Guangdong Province(190826175545233).

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Abstract: This paper takes the problem of customer default in the current bank credit business as the starting point and maps the relationship between customer default rate and credit score card value reasonably.The logistic regression is used to build the prediction model of the score card and the gradient descent algorithm is used to construct the customer score card in the bank venture capital.The data is first loaded and analyzed,then the data set is partitioned and the cross-time validation set is used as the final validation of the model.Finally,KS value and AOC curve are used to evaluate the stability of the model.Experimental results show that the score card model constructed by the proposed method has good stability.

Key words: Financial venture capital, Logistic regression, Machine learning, Score card

CLC Number: 

  • TP391
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