Evaluation and Empirical Analysis of the Individual Housing Mortgage Loan Credit Risk

被引:0
|
作者
刘春红
刘可新
吴晨
张斌
机构
关键词
credit risk; discriminant analysis; logistic regression; artificial neural network;
D O I
10.19884/j.1672-5220.2000.01.010
中图分类号
F224.3 [运筹学在经济中的应用];
学科分类号
1201 ;
摘要
The paper applles the methods of discriminant analy-sis,logistic regression and artificial neural networkto the credit risk evaluation of individual housingmortgage loan made by commercial banks.On thebase of the comparison among the results of thesethree methods,the article analyzes their effectivenessand concludes that artificial neural network methodshould be the best choice.
引用
收藏
页码:40 / 43
页数:4
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