基于分类回归树的个人信用客观评分指标体系(英文)

An Index System of Personal Credit Scoring Based on Classification and Regression Tree

本文提出了一种客观的个人信用指标体系.首先利用分类回归树量化每个指标对信用状况的影响程度,并以此量化值为每个指标设置不同的评分权重;然后通过定义风险度量值来确定指标中各个取值的评分,进而建立了新的评估指标体系.通过选取现实样本数据对指标体系做了实证分析,分析结果表明,新建的指标体系能很好地对借款人进行风险评价.

The paper presents a new index system of personal credit scoring based on classification and regression tree （CART）. The influence that each index performs on the consumer＇s credit status is firstly obtained by CART. The different weights are given to these indices according to the influence values. Then, the scores are calculated by using a risk measurement. The new system is used to the data collected from the real world. The results show that the new index system performs well on evaluating the risk of the borrowers.