Bagging方法在基于日常交易数据解决中小企业的信用评价问题中的应用

关于信用风险评价问题至今已经做了很多研究,各种信用评价模型与方法也已被开发.但是这些模型与方法几乎都是基于财务数据、股票价格或风险调研机构发表的各种调查结果.因为几乎所有的中小企业的财务数据都是非公开的,至今开发的信用评价模型与方法都不免成为无米之炊.为此,本文提出了一个新的途径,只需要根据销售额、顾客付款额、拖欠款额等日常业务处理数据来评价顾客企业的信用度.本文提出一个应用Bgging方法评价顾客信用的系统,其目的在于解决由于异常顾客数比正常顾客要少很多而带来的问题,提高分辨异常顾客的能力.本文所提出的信用评价系统将应用到一个实际企业的信用评价问题中,借此来验证系统的性能和效果.

The Application of Bagging for Solving Small-Businesses' Credit Assessment Problems Based on Daily Transaction Data

Although many efforts have been made towards assessing credit risk,and various models and methods for credit assessment have been developed,most of them are based on financial data or stock price and some investigation data provided by special inquiry agencies. Because most of minor and small businesses do not disclose their financial information,it is almost impossible to assess their credit using models or methods published so far. Here we have proposed a new approach to assess the customers' credit only ...