基于财务数据的小额信贷决策模型
The Study of Jot Loan Decision Model Based on Financial Information
作者: 胡淙海 , 费 宇 :云南财经大学,统计与数学学院,云南 昆明; 高正捷 :华盛顿大学,数学学院,美国 西雅图 ;
关键词: 小额信贷; Logistic回归; 最小误判代价准则; Jot Credit; Logistic Regression; Minimum Misclassification Cost Criterion
摘要:Abstract: In this paper, we use Logistic Regression to analyze the repayment probability of different enter-prises, and then we determine appropriate threshold repayment probability by the minimum cost criterion. On this basis, we build the minimum miscalculation cost model and advanced minimum misclassification cost model. After analyzing the XY jot credit company’s history data, comparing with the rate of debt and income model which is being used by XY Company, we find that these two models have more advantages. They can not only reduce the risk of increase in revenue, but also make adjustment according to different levels of risk behavior; besides, the advanced minimum misclassification cost model can adjust the loan amounts.
文章引用: 胡淙海 , 费 宇 , 高正捷 (2015) 基于财务数据的小额信贷决策模型。 数据挖掘, 5, 25-31. doi: 10.12677/HJDM.2015.52004
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