Personal Credit Rating Based on Partial Least Squares Regression Classification
[摘要] In view of the current commercial bank credit issues, this paper proposes a personal credit assessment method based on partial least squares classification. The main idea of this method is: first, a matrix is made by quantifying the customer and the corresponding credit indicators; secondly, a partial least-squares regression classification model is established; and finally, a test is conducted using the German credit data in the model and the results are obtained. Simulation results show that this method is simple, feasible and effective.
[发布日期] [发布机构] School of Mathematics and Statistics, Zhaotong University, Yunnan; 657000, China^1;Institute of Physics and Information Engineering, Zhaotong University, Zhaotong, Yunnan; 657000, China^2;School of Foreign Languages, Zhaotong University, Zhaotong, Yunnan; 657000, China^3
[效力级别] 经济学 [学科分类]
[关键词] Classification models;Commercial bank;Credit data;Partial least square (PLS);Partial least squares regression;Personal credit;Personal credit ratings [时效性]
