| 基于判别分析的个人信用评分模型研究与实证分析 |
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| 引用本文： | 张成虎,李育林,吴鸣.基于判别分析的个人信用评分模型研究与实证分析[J].大连理工大学学报(社会科学版),2009,30(1). |
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| 作者姓名： | 张成虎 李育林 吴鸣 |
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| 作者单位： | 西安交通大学,经济与金融学院,陕西,西安,710061 |
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| 基金项目： | 国家自然科学基金，西安交通大学面向21世纪教育振兴行动计划（985计划） |
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| 摘 要： | 在国际上,个人信用评分是个人信贷风险防范的重要环节,而目前我国还没有制订出一套规范的个人信用评分指标体系和方法。文章利用真实的个人消费信贷数据,选择合适的字段作为指标变量并进行赋值,对假设条件的检验分析后,建立了个人信用评分的多元线性判别模型并进行了检验。实证研究表明:该模型具有较好的稳健性,且具有一定的判别预测能力,但仅用训练集计算的分类正确率还不能真正地反映模型的预测能力。
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| 关 键 词： | 个人信用评分 判别分析 评分方法 个人消费信贷风险 |
Empirical Analysis and Model Study of Personal Credit Scoring Method Based on Discriminant Analysis |
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| ZHANG Cheng-hu,LI Yu-lin,WU Ming.Empirical Analysis and Model Study of Personal Credit Scoring Method Based on Discriminant Analysis[J].Journal of Dalian University of Technology(Social Sciences),2009,30(1). |
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| Authors: | ZHANG Cheng-hu LI Yu-lin WU Ming |
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| Institution: | ZHANG Cheng-hu,LI Yu-lin,WU Ming School of Economics , Finance,Xi'an Jiaotong University,Xi'an 710061,China |
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| Abstract: | Personal credit scoring is one of the most important indexes of evaluating personal credit risk consistently used in the world;however,a standard personal credit scoring index system and method have not been worked out in China.Based on real personal consume credit data,some suitable fields as proper index variables are chosen and evaluated.By testing its assumptions,the Multiple Linear Discriminant Analysis Model of personal credit scoring is established and tested.The study shows that the model is of stab... |
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| Keywords: | personal credit scoring discriminant analysis scoring method personal consumption credit risk |
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