个人信用评价影响因素决策分析  

Analysis on the Influential Factors of Personal Credit Evaluation

作　　者：何晓群[1,2] 胡小宁[2] 

机构地区：[1]西京学院应用统计科学研究中心,陕西西安710123 [2]中国人民大学应用统计科学研究中心,北京100872

出　　处：《征信》2015年第2期11-14,共4页Credit Reference

基　　金：国家社科基金项目(13BTJ004)

摘　　要：Logistic模型是个人信用评价分析时常用的模型。基于具体的个人信贷数据,利用Random Oversampling方法克服了数据不平衡性带来的问题,通过共线性诊断后,建立了标准化的logistic回归模型。根据标准化回归系数,计算出决策系数,得出个人特征对信用评价影响大小的顺序。Logistic model is commonly used in the analysis of personal credit evaluation. Based on personal credit data,the paper first of all overcame the problems resulting from imbalanced data by using Random Oversampling method,and then established a standardized logistic regression model through co- linearity diagnostics. Decision coefficient was calculated according to standardized regression coefficients,then finding out the influence order of personal characteristics on credit evaluation.

关 键 词：个人信用评价 LOGISTIC模型 不平衡数据 决策分析 

分 类 号：F832.2[经济管理—金融学]