信用评级系统的最优信贷模型和决策分析  

Optimal Credit Model and Decision Analysis for Credit Rating Systems

作　　者：刘薇 易好 尹思宇 LIU Wei;YI Hao;YIN Siyu(College of Mathematics and Statistics,Hu’nan University of Finance and Economics,Changsha 410205,China)

机构地区：[1]湖南财政经济学院数学与统计学院,湖南长沙410205

出　　处：《河南财政金融学院学报（自然科学版）》2024年第1期8-11,共4页Journal of Henan Finance University(Natural Science Edition)

基　　金：湖南省社会科学成果评审委员会课题(XSP2023JJZ005);长沙市哲学社会科学规划课题(2023CSSKKT25)。

摘　　要：应对当今的经济形势与经济安全,拥有一套完整的信用评级系统尤为重要。选取实力、供求稳定性、偿还能力、信用度4个指标建立最优信贷模型。利用熵权法和TOPSIS方法量化风险,并运用回归分析法和BP神经网络进行精度检验,得到优化模型,以期能对信用评级系统提出最优信贷决策。For present situation and security of economic,it is important to have a complete credit rating system.Four indicators of strength,supply and demand stability,repayment ability and creditworthiness are selected to es-tablish the optimal credit model.The entropy weight method and TOPSIS method are used to quantify the risk,and the regression analysis method and BP neural network are used for accuracy testing,and the optimized model is ob-tained,so as to put forward the optimal credit decision for the credit rating system.

关 键 词：信用评级 信贷模型 回归分析 BP神经网络 优化对策 

分 类 号：F832.4[经济管理—金融学]