消费者信用评估中的PCALWM方法研究

中国管理科学 ›› 2004, Vol. ›› Issue (2): 17-21.

消费者信用评估中的PCALWM方法研究

李建平^1,2, 徐伟宣²

1. 中国科学技术大学商学院安徽合肥 230026;
2. 中科院科技政策与管理科学研究所北京 100080

收稿日期:2003-08-10 修回日期:2004-03-09 出版日期:2004-04-28 发布日期:2012-03-07
基金资助:
中国科学院院长基金(yjjz946);中国科学院科技政策与管理科学研究所所长基金(0343sz)

Consumer Credit Assessment via Principal Component Analysis Linear-Weighted Model

LI Jian-ping^1,2, XU Wei-xuan²

1. University of Science & Technology of China, Hefei 230026, China;
2.Institute of Policy and Management, Chinese Academy of Sciences, Beijing 100080, China

Received:2003-08-10 Revised:2004-03-09 Online:2004-04-28 Published:2012-03-07

摘要/Abstract

摘要： 设计了一种基于主成分线性加权模型(PCALWM)的消费者信用评估方法,具有评估的客观性、可行性、适应性等优点。使用真实信用卡数据的实证检验表明模型分类效果比较好,具有较好的应用价值。

关键词: 消费者信用评估, 分类, 主成分分析, KS距离

Abstract: This paper presents a personal credit assessment method via principal component analysis linear-weighted model(PCALWM).The objectivity,feasibility and applicability are the main merits of this method.The experiment study using real-life credit card data shows that the model has a good classification and an application foreground.

Key words: credit assessment, classification, principal component analysis, KS distance

中图分类号:

李建平, 徐伟宣. 消费者信用评估中的PCALWM方法研究[J]. 中国管理科学, 2004, (2): 17-21.

LI Jian-ping, XU Wei-xuan. Consumer Credit Assessment via Principal Component Analysis Linear-Weighted Model[J]. Chinese Journal of Management Science, 2004, (2): 17-21.

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