信用卡违约预测模型分析以及影响因素探究.pdfVIP

Statistics and Application 统计学与应用, 2016, 5(3), 263-275 Published Online September 2016 in Hans. /journal/sa /10.12677/sa.2016.53026 Study on Analysis and Influence Factors of Credit Card Default Prediction Model * * # Ruiting Mei , Yang Xu , Guochang Wang College of Economics, Jinan University, Guangzhou Guangdong st th th Received: Aug. 31 , 2016; accepted: Sep. 14 , 2016; published: Sep. 20 , 2016 Copyright © 2016 by authors and Hans Publishers Inc. This work is licensed under the Creative Commons Attribution International License (CC BY). /licenses/by/4.0/ Open Access Abstract Credit cards are a bank business in which high income and heavy risk coexist. Along with the de- velopment of the credit card business, banks are using the Internet and mobile data to establish customer credit rating system. How to evaluate customer credit from the information that cus- tomers fill in, and how to identify the information true or false, and what type of information that customers are asked to fill are crucial for banks. Based on the credit card customer data of 2005 in Taiwan, this article established Lasso-Logistic model and random forest model to explore the key factors which effect customer credit, including individual characteristics and some objective cha- racteristics. Through comparing the prediction accuracy of the model and F score index, we se- lected the model of better prediction effect to forecast the bank credit card defaults. The estab- lishment of the credit card default prediction model and the exploration of the key factors in-