The research on methods of personal credit scoring combined model selection based on optimized index system

Xiao Ren; Minghui Jiang; Kai Che; Shang Wang

doi:10.11918/j.issn.0367-6234.2016.05.010

The research on methods of personal credit scoring combined model selection based on optimized index system

Xiao Ren^*
, Minghui Jiang
, Kai Che
, Shang Wang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

For precise estimation of borrowers' personal credit and reasonable risk management of commercial bank, main models as well as problems are pointed out first. Next, to solve these problems, a modified algorithm is designed to compute a series of weights for indexes to satisfy different needs in different banks with various data and finally improve the accuracy of the model.

Original language	English
Pages (from-to)	67-71
Number of pages	5
Journal	Harbin Gongye Daxue Xuebao/Journal of Harbin Institute of Technology
Volume	48
Issue number	5
DOIs	https://doi.org/10.11918/j.issn.0367-6234.2016.05.010
State	Published - 30 May 2016
Externally published	Yes

Keywords

Model for credit scoring
Modified algorithm
Personal credit
Risk management

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10.11918/j.issn.0367-6234.2016.05.010

Cite this

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title = "The research on methods of personal credit scoring combined model selection based on optimized index system",

abstract = "For precise estimation of borrowers' personal credit and reasonable risk management of commercial bank, main models as well as problems are pointed out first. Next, to solve these problems, a modified algorithm is designed to compute a series of weights for indexes to satisfy different needs in different banks with various data and finally improve the accuracy of the model.",

keywords = "Model for credit scoring, Modified algorithm, Personal credit, Risk management",

author = "Xiao Ren and Minghui Jiang and Kai Che and Shang Wang",

year = "2016",

month = may,

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doi = "10.11918/j.issn.0367-6234.2016.05.010",

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AU - Ren, Xiao

AU - Jiang, Minghui

AU - Che, Kai

AU - Wang, Shang

PY - 2016/5/30

Y1 - 2016/5/30

N2 - For precise estimation of borrowers' personal credit and reasonable risk management of commercial bank, main models as well as problems are pointed out first. Next, to solve these problems, a modified algorithm is designed to compute a series of weights for indexes to satisfy different needs in different banks with various data and finally improve the accuracy of the model.

AB - For precise estimation of borrowers' personal credit and reasonable risk management of commercial bank, main models as well as problems are pointed out first. Next, to solve these problems, a modified algorithm is designed to compute a series of weights for indexes to satisfy different needs in different banks with various data and finally improve the accuracy of the model.

KW - Model for credit scoring

KW - Modified algorithm

KW - Personal credit

KW - Risk management

UR - https://www.scopus.com/pages/publications/84969567654

U2 - 10.11918/j.issn.0367-6234.2016.05.010

DO - 10.11918/j.issn.0367-6234.2016.05.010

M3 - 文章

AN - SCOPUS:84969567654

SN - 0367-6234

VL - 48

SP - 67

EP - 71

JO - Harbin Gongye Daxue Xuebao/Journal of Harbin Institute of Technology

JF - Harbin Gongye Daxue Xuebao/Journal of Harbin Institute of Technology

IS - 5

ER -

The research on methods of personal credit scoring combined model selection based on optimized index system

Abstract

Keywords

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