基于遗传规划方法的商业银行信用风险评估模型

A Model Based on Genetic Programming for Credit Risk Assesment in Commercial Banks

利用遗传规划方法研究了我国商业银行的信用风险评估问题 ,并使用我国商业银丢失实际数据对模型进行了实证检验 .检验结果表明 ,该模型在预测精度、实用价值和鲁棒性方面都优于传统的统计模型。

In this paper, a model based on genetic programming is presented to credit risk assessment in commercial banks. Empirical results show that genetic programming model is more advantageous than traditional statistical models, neural network models and decision tree models in prediction accuracy and robustness.