| 一个新的银行信用风险评估方法 |
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| 引用本文： | 闫彦,陈荣静.一个新的银行信用风险评估方法[J].中国管理信息化,2009,12(15):108-111. |
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| 作者姓名： | 闫彦 陈荣静 |
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| 作者单位： | 1. 北京科技大学,经济管理学院,中国,北京,100083;朝阳科技大学,资讯学院,中国,台湾,台中,41349
2. 朝阳科技大学,资讯学院,中国,台湾,台中,41349 |
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| 摘 要： | 本文以银行信用风险管理为例,将粗糙集和决策树两种具有互补优势的数据挖掘方法相结合,对客户信用做出归类分析判断,最后利用决策树生成决策规则.实践证明,这种方法忠于原始数据,提高了分类准确度,减小了决策树规模,具有良好的性能.
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| 关 键 词： | 粗糙集 决策树法 银行信用风险 |
A New Method for Estimating Bank Credit Risk |
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| YAN Yan,CHEN Rung-Ching.A New Method for Estimating Bank Credit Risk[J].China Management Informationization,2009,12(15):108-111. |
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| Authors: | YAN Yan CHEN Rung-Ching |
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| Institution: | 1.School of Economics and Management;University of Science and Technology Beijing;Beijing 100083;2.Department of Information Management;Chaoyang University of Technology;Taiwan 41349 |
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| Abstract: | Stating from the complement between rough sets and decision tree classification algorithm,it proposes a new method of data mining based on rough sets and decision tree classification algorithm,and applies it in the estimating of bank credit risk. Practice has proved that this new method of date mining retains the internal features of the original data,speeds up the process of access to knowledge,improves the classification accuracy rate,enhances the interpretability of the rules,and achieves satisfactory re... |
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| Keywords: | Rough Sets Decision Tree Classification Algorithm Bank Credit Risk |
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