多边贸易信用风险评价教材讲义.pptVIP

1/40 Predicting multilateral trade credit risks: comparisons of Logit and Fuzzy Logic models using ROC curve analysis 多边贸易信用风险评估：使用 ROC 曲线分析 比较 Logit 与 Fuzzy Logic 模型 2/40 Abstract ? 本篇主要是应用 ROC (receiver operating characteristic) 曲线分析比较 Logit 与 Fuzzy Logic 模型的 performance 。 3/40 1. Introduction ? Default problems of trade credit applicants fall basically within the scope of discrimination and classification problems ( Johnson Wichern, 1998 ). ? Altman (1968) and Beaver (1966) [ Altman, 1968 , Beaver, 1966 ] contribute significantly to the classification and prediction of business c