计算机科学 ›› 2020, Vol. 47 ›› Issue (11A): 116-118.doi: 10.11896/jsjkx.200400017
边玉宁, 陆利坤, 李业丽, 曾庆涛, 孙彦雄
BIAN Yu-ning, LU Li-kun, LI Ye-li, ZENG Qing-tao, SUN Yan-xiong
摘要： 文以当前银行信贷业务中客户违约问题为出发点,将客户违约率和信贷评分卡分值的关系合理映射。运用逻辑回归建立评分卡预测模型,使用梯度下降算法来实现银行风险投资中客户评分卡的构建。首先加载数据并对数据进行分析,接着划分数据集,并使用跨时间验证集作为模型最后的验证。最后使用KS值和AOC曲线双向评价模型的稳定性。实验证明,采用所提方法构建的评分卡模型具有较好的稳定性。
中图分类号:
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