基于案例推理系统优化的个人信用评分分析-analysis of personal credit score based on optimization of case-based reasoning system.docxVIP

AbstractAfter the openning up and reform China ’s banking sector has experienced a rapid development and the credit scoring has been gaining increasing importance in the banking sector. current prevalent credit scoring models globally are built on statistics or artificial intelligence, which are all double-edged. Statistical models offer tests but fall short of accuracy, while artif icial intelligence achieves high accuracy but fall short of explanatory function. Furthermore, these models are challenged by reject inference and dynamic changing of credit samples. Reject inference is the correction of that sample bias where the partial samples of clients who have received loans are used to train the scoring model applying to the total credit population in most scoring organiza itons. That leads to the non- random sampling bias, which directly affects the valid ity of credit scoring models. Dynamic changing of credit samples refer to the phenomenon that clients’ credit information is changing according to their personal economic situations or the overall drift of the credit population occurs with the economic and social development. That causes increasing deviation of scoring models’ outputs from realit ies. Reject reference and the dynamic changing of credit samples are urgent problems to be solved in the credit scoring.Case-based reasoning (CBR) simulates the cognitive process of humanity, enjoying a strong theoretical background and varied applications. CBR has the potential to be the dynamic credit scoring system that could solve reject reference. First of all, after analyzing the current development of CBR, a tradit ional CBR credit scoring system is built and tested with real credit data and results show that the application of CBR to credit scoring in China not only shows some advantages but also faces constrains of the existing data and of traditional CBR’s hypotheses. Secondly, an improved CBR system is developed from the aspects of both case base and reasoni