局部最优分箱及其在评分卡模型中的应用

Local Optimal Sub-box and Its Application in Scorecard Model

文章利用加权组合、领域搜索等方法创新分箱,应用于标准评分卡建模流程形成新旧模型评价对比。结果发现:基于局部最优思想的分箱提升了模型局部效用,同时为该方法在其他建模中的应用奠定了基础,也为统计方法的优化提供新的发展方向。

This paper uses the weighted combination,domain search and other methods to create sub-box for an evaluation comparison between the new and the old models in the modeling process of standard scorecard.The results show that the sub-box based on the idea of local optimization improves the local utility of the model,and lays a foundation for the application of this method in other modeling,and also provides a new development direction for the optimization of statistical methods.