基于代价敏感SVM的个人信用评估模型.pdfVIP

Computer Science and Application 计算机科学与应用, 2017, 7(12), 1278-1286 Published Online December 2017 in Hans. /journal/csa /10.12677/csa.2017.712143 The Credit Scoring Model for Individuals Based on Cost-Sensitive SVM Model Jiajun Shu School of Mathematics and Statistics, Beijing Institute of Technology, Beijing th th th Received: Dec. 7 , 2017; accepted: Dec. 20 , 2017; published: Dec. 28 , 2017 Abstract In this paper, we mainly focus on the influence of the amount of credit in personal credit scoring. At first, we divided the customers into two parts based on their credit amount, and give different weights to the wrong-judging of different parts of customers; Then we used the cost-sensitive SVM model to establish a new personal credit evaluation model. Results suggest that this new model can decrease the total cost of personal credit evaluation, and improve the accuracy of judgment of those large customers who will break the contract. Keywords Credit Scoring Model for Individuals, Amount of Personal Credit, Cost-Sensitive, Support Vector Machine 基于代价敏感SVM的个人信用评估模型 束加俊 北京理工大学，数学与统计学院，北京 收稿日期：2017年12月7 日；录用日期：2017年12月20 日；发布日期：2017年12月28 日 摘 要 本文主要研究了客户借贷规模在个人信用评估中的影响，首先按照客户借贷规模对所有借贷客户进行分 类，对不同类别的客户的错判所导致的损失赋予不同的权重；然后使用代价敏感支持向量机，构建了一 种新的个人信贷评估模型。实证检验说明，此模型可以降低信贷公司在个人信用评估过程中的总损失， 同时提高对借贷规模相对较大的客户的判别准确率。 文章引用: 束加俊. 基于代价敏感SVM 的个人信用评估模型[J]. 计算机科学与应用, 2017, 7(12): 1278-1286. DOI: 10.12677/csa.2017.712143 束加俊 关键词 个人信用评估模型，客户借贷规模，代价敏感，支持向量机 Copyright © 2017 by author and Hans Publishers Inc. This work is licensed under the Creative Commons Attribution International License (CC BY). /licenses/by/4.0/