基于SVAR模型的中国货币及财政政策动态效应研究.pdfVIP

26 2 20112 Vol. 26 No. 2 Statistics Information Forum Feb. , 2011 基于SVAR 模型的中国货币 与财政政策动态效应研究 胡宗义, 刘亦文 ( , 41007 ) : ( SVAR) , 5 , , : 2002 , ; ; ; : ; ; SVAR : F064 :A : 1007- 3116( 2011) 02- 0031- 05 , 一引 言 : 2010- 0 - 17; : 2010- 12- 26 : , , , , , , : ; , , , , : : [ 1] Naeem Siddiqi, Credit Risk Scorecards[ M] . New Jersey :John Wiley Sons, 2006. [ 2] Lyn C. Thomas, David B. Edelman and Jonathan N. Crook, [ M] . : , 2006. [ 3] . [ M] . : , 2005. [ 4] Freund Y , Schapire R. Experiments w ith a New Boost ing algorithm [ C] . Machine Learning: Proceedings of the Thirteent h International Conference, 1 6. [ 5] , , . [ M] . : , 200 . [ 6] Breiman, Leo, Bias, Variance, and Arcing Classfiers [EB/ OL] . Techinical Report 460, http:/ / www. sasenterpriseminer. com/ documents/ arcing.pdf, 1 6. Credit Score Model Based on ImprovedAdaBoost Algorithm YANG Haijiang, WEI Qiuping, ZHAN G Jingxiao ( Center for Applied Statistics, School of Statistics, Renmin University of China, Beijing 100872, China) Abstract:This paper applies AdaBoost algorithm to classification problem in credit score models, and improves AdaBoost in consideration of the shortcoming emerged w hen dealing w ith unbalanced data. T his improved AdaBoost is used to build credit score models. Empirical results show that credit score models based on improved AdaBoost algorithm can decrease the loss caused by misclassification. Key words:consuming credit; credit score; AdaBoost; improved A daBoost