%0 Journal Article
%T Personal credit risk measurement: Bilateral antibody artificial immune probability model<br>个人信用风险计量:双边抗体人工免疫概率模型
%A YANG Yu
%A SHI Xiu-hong
%A <br>杨雨
%A 史秀红
%J 系统工程理论与实践
%D 2009
%I 
%X This thesis presents the approach to constructing consumer credit risk model by analysing personal credit risk for commercial banks. It also presents Bilateral Antibody Artificial Immune Probability Model and calculated the credit score using actual data from commercial bank. Test the forecast capability of model with ROC, and compare the result with that of logistic regression. This capability is sensitive to quantity of sample data, the more quantity are, the more forecast capability is. This model is well applied to forecast probability of default for consumer. This model can use other extensive domain.
%K bilateral antibody
%K artificial immunity
%K probability model
%K probability of default<br>双边抗体
%K 人工免疫
%K 概率模型
%K 违约概率
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=FB117218273AAC5597313DAC1888CAAB&yid=DE12191FBD62783C&vid=771469D9D58C34FF&iid=59906B3B2830C2C5&sid=7E8E8B150580E4AB&eid=39EEF47180459690&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=12