%0 Journal Article
%T 个人信用评估组合模型选择方案研究
%A 任潇
%A 姜明辉
%A 车凯
%A 王尚
%J 哈尔滨工业大学学报
%D 2016
%R 10.11918/j.issn.0367-6234.2016.05.010
%X 为准确评估借款人的信用和合理控制商业银行风险，首先对个人信用评分模型的常用模型进行了总结和归纳，然后通过分析比较说明了不同模型的准确性.在"坏样本"的区分与结果判断上采用加权方式，提出修正算法来确定信用评分模型中的指标权重，满足不同银行数据多样化的需要，提高评分模型精度.</br>For precise estimation of borrowers' personal credit and reasonable risk management of commercial bank, main models as well as problems are pointed out first. Next, to solve these problems, a modified algorithm is designed to compute a series of weights for indexes to satisfy different needs in different banks with various data and finally improve the accuracy of the model.
%K 风险控制
%K 个人信用
%K 信用评分模型
%K 修正算法&lt
%K /br&gt
%K risk
%K management
%K personal
%K credit
%K model
%K for
%K credit
%K scoring
%K modified
%K algorithm
%U http://hit.alljournals.cn/hitxb_cn/ch/reader/view_abstract.aspx?file_no=20160510&flag=1