特征选择方法在信用评分系统中的应用

Feature Selection Method in the Application of Credit Rating System

信用评分系统是在信用风险管理中比较重要的应用,可通过大数据分析技术构建评估分析模型来解决信用风险预测问题。具体而言:基于scikit-learn平台,利用平台中的特征选择方法构建有效模型,并将模型应用至实际数据集中得出信用评分,根据所得的评分结果向信用评估人员提供决策建议,从而降低最终风险。

Credit scoring system is an important application in credit risk management.It solves the problem of credit risk prediction by constructing evaluation and analysis model through big data analysis technology.Specifically,based on the scikitlearner platform,an effective model is constructed by using the feature selection method in the platform,and the model is applied to the actual dataset to get the credit score.According to the result of the evaluation,financial decision-making suggestions are provided to the credit evaluators,so as to reduce the ultimate risk.