Credit Risk Model Based on Logistic Regression and Weight of Evidence

被引：0
|
作者：
Yang, Xiang [1 ]
Zhu, Yongbin [1 ]
Yan, Li [1 ]
Wang, Xin [1 ]
机构：
[1] Honghe Univ, Sch Engn Technol, Mengzi 661100, Peoples R China
来源：
PROCEEDINGS OF THE 2015 3RD INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE, EDUCATION TECHNOLOGY, ARTS, SOCIAL SCIENCE AND ECONOMICS (MSETASSE 2015) | 2015年 / 41卷
关键词：
Credit Risk; Logistic Regression; Weight of Evidence; Scorecard;
D O I：
暂无
中图分类号：
C [社会科学总论];
学科分类号：
03 ; 0303 ;
摘要：
Many techniques have been used to build credit risk model. Among them, logistic regression is a more appropriate technique due to its desirable features (e.g., interpretability and prediction accuracy). In this paper, toimplement credit risk assessment quickly, a method for constructing credit risk model (in the form of a scorecard) based on logistic and weight of evidence is proposed.
引用
收藏
页码：810 / 814
页数：5
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