计算机科学 ›› 2021, Vol. 48 ›› Issue (5): 197-201.doi: 10.11896/jsjkx.200900043
宁婷, 苗德壮, 董启文, 陆雪松
NING Ting, MIAO De-zhuang, DONG Qi-wen, LU Xue-song
摘要: 逾期风险控制是信用贷款服务的关键业务环节,直接影响放贷企业的收益率和坏账率。随着移动互联网的发展,信贷类金融服务已经惠及普罗大众,逾期风控也从以往依赖规则的人工判断,转为利用大量客户数据构建的信贷模型,以预测客户的逾期概率。相关模型包括传统的机器学习模型和深度学习模型,前者可解释性强、预测能力较弱;后者预测能力强、可解释性较差,且容易发生过拟合。因此,如何融合传统机器学习模型和深度学习模型,一直是信贷数据建模的研究热点。受到推荐系统中宽度和深度学习模型的启发,信贷模型首先可以使用传统机器学习来捕捉结构化数据的特征,同时使用深度学习来捕捉非结构化数据的特征,然后合并两部分学习得到的特征,将其经过线性变换后,最后得到预测的客户的逾期概率。所提模型中和了传统机器学习模型和深度学习模型的优点。实验结果表明,其具有更强的预测客户逾期概率的能力。
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