基于熵权法的中小微企业信贷策略研究

Research on Credit Strategy of Small,Medium and Micro Enterprises Based on the Entropy Weight Method

本文主要针对中小微企业信贷策略进行了相关研究,利用熵权法、主客观法、因子分析、系统聚类等方法,制定了银行在年度信贷总额固定时的信贷策略。首先运用python对交易的发票数据进行清洗和数据提取,经过文献查阅选择了企业规模、盈利能力、供求关系稳定和诚信度4个方面共计7个变量对企业进行评估。其次对于可从交易发票获取的变量信息,建立熵权法的TOPISIS企业综合实力评价模型,对于另一部分银行评定的信誉等级,将其按等级赋分之后,与TOPISIS的结果运用主客观法赋予两者权值。最后对上述指标进行因子分析,其中的两组因子特征显著,研究规律确定其分别为诚信因子与盈利因子,得到每个企业关于两个因子的值,对其进行系统聚类,并将结果可视化。

This article mainly conducts related research on the credit strategy of small,medium and micro enterprises,using entropy method,subjective and objective methods,factor analysis,systematic clustering and other methods to formulate the bank's credit strategy when the annual total credit is fixed.First,python was used to clean and extract the transaction invoice data.After literature review,a total of 7 variables were selected from 4 aspects of enterprise scale,profitability,stability of supply and demand,and integrity to evaluate the enterprise.Secondly,for the variable information that can be obtained from transaction invoices,a TOPISIS enterprise comprehensive strength evaluation model based on the entropy method is established.For another part of the bank’s credit rating,after the credit rating is given according to the rating,the subjective and objective method is used to give weight to the TOPSIS results.Finally,the above indicators are analyzed by factor analysis,and the two groups of factors have significant characteristics.According to the research rules,they are credit factor and profit factor respectively.The value of each enterprise about the two factors is obtained,and the system clustering is carried out,and the results are visualized.