基于Copula理论的网络社交行为轨迹与金融信用相关性研究

Research on the Correlation Between Online Social Behavior Trajectory and Financial Credit Based on Copula Theory

"互联网(+)"以及大数据技术为构建互通互联的信用评价体系提供了新的契机,可解决长期以来信用指标片面化、离散化、静止化的缺陷.考虑到互联网数据多种类、多层次、多结构的特点,传统的线性回归已不适用.针对淘宝店铺和对应的新浪微博社交账号的真实数据,通过建立适当的Copula模型,对网络社交行为与金融信用之间的相关性进行探索性实证分析,证实了其相关性的成立,同时检验了Copula模型的优越性,为互联网大数据纳入信用评估体系提供了方法与论证,对促进互联网社交行为数据的价值开发、互联网金融的发展以及我国诚信体系的建设有一定的参考价值.

'Internet plus'and big data technology provides a new opportunity for the construction of the interconnection of credit evaluation system,which can solve the defects of the credit index of one-sided,discrete,static long.Considering the characteristics of manykinds,multi-level and multi structure of the Internet,the traditional linear regression is not applicable.Based on the real data of Taobao stores and corresponding Sina Blog social accounts,this paper makes an exploratory and empirical analysis of the correlation between social behavior and financial credit by establishing an appropriate Copula model,which confirms the establishment of their relevance and examines the superiority of the Copula model.It provides the method and demonstration for the big data of the Internet into the credit evaluation system,and has some reference value for the development of the value of the Internet social behavior data,the development of Internet Finance and the construction of the credit system in China.