山东农业大学学报（自然科学版）2016，Vol.47Issue(2)：316-320,5.DOI:10.3969/j.issn.1000-2324.2016.02.031
基于粗糙集理论的信贷风险评估模型研究
Research on Credit Risk Assessment Model Based on Rough Set Theory
郑路远1
作者信息
- 1. 湖南大学数学与计量经济学院，湖南 长沙 410012
- 折叠
摘要
Abstract
Credit risk is the primary risk for which modern commercial banks are facing, especially in our country due to lack of basic data, so commercial banks can’t use the foreign advanced credit risk assessment model to have to use the traditional one so as to explore a suitable for China's national conditions of the credit risk assessment model. Aiming at this problem, first of all, a set of financial indicators and non-financial indicators of credit risk assessment index system should be established and then according to the characteristic, which theory of rough set is able to handle indistinguishable relationship, combining with China's specific national conditions, the credit risk assessment model based on rough set theory is put forward and presents a simplified data preprocessing, attribute and decision rule set the generation rules, object classification and prediction accuracy of the implementation of the method. Finally the multiple companies credit conditions are tested for some cases with the credit risk assessment model based on rough set theory. The results show that the prediction accuracy in credit normal companies reaches 83.33%, it is 100%in abnormal companies. Which could provide an effective reference for bank credit decisions.关键词
信贷风险评估/粗糙集理论/模型Key words
Credit risk assessment/rough set theory/model分类
信息技术与安全科学引用本文复制引用
郑路远..基于粗糙集理论的信贷风险评估模型研究[J].山东农业大学学报（自然科学版）,2016,47(2):316-320,5.
