分类树应用于商业银行贷款5分类的探讨

How to apply classification tree to five loan classification in Commercial Banks of China

分类树是一种计算机实现、基于统计理论的非参数的识别技术 .该技术可应用于解决贷款 5分类实施中从业人员分析判断能力欠缺的问题 .实证分析表明该方法比线性判别分析方法的准确率高 ;针对进一步提高分类准确率 。

Classification tree is a promising approach in credit risk analysis as a statistic based pattern recognition computer technique. In the paper, we try to apply it to lower discrimnant ability of bank personnel in the process of five loan classification. Empirical test shows that classification tree outperforms the discrimnant analysis method. At last, the paper analyses the effect to accuracy of primary sample set and variable structure.