基于计算机模拟的信用评级模型构建

Constructing Credit Rating Model Based on Computer Simulation

该文提出了一个基于层次分析法(AHP)构建信用评分卡的方法并介绍了其在计算机中的实现方法.该种方法易于操作,简洁而实用,更重要的是,该种方法能够充分综合利用企业定量与定性要素信息.经过验证,该方法构建的评分卡具有良好的表现.

This paper presents a method for constructing the credit score card and introduces its implementa-tion in computer on the basis of analytic hierarchy process（ AHP）. The proposed method is easy to operate,sim-ple and practical. And more importantly,this method can sufficiently use the quantitative and qualitative informa-tion of enterprises. Real data sets are analyzed to illustrate the performance of the proposed methodology.