Combining Forecast Model Based on GA for Personal Credit Scoring

摘要：

Aiming at the insufficiency of credit scoring models, this paper puts out a new approach by using combining forecast for personal credit scoring. Based on linear regression and logistic regression models, this paper constructed a combining forecast model and used genetic algorithm(GA) to search each single models weight. In order to control the type Ⅱ error rate, GAs fitness function was used to achieve the purpose. The application results indicate that the combining forecast model gets higher accuracies with lower type Ⅱ error rates on training samples and testing samples. The combining forecast model based on GA presents more applicable for commercial banks to control credit risks.

关键词： Genetic algorithm Combining forecast Personal credit scoring

作者: Jiang Minghui Yuan Xuchuan

作者单位: School of Management, Harbin Institute of Technology, Harbin, P.R.China, 150001

会议类型: 国际会议

会议名称: 第六届管理学国际会议(Proceedings of ICM2007 the 6th International on Management)

会议地点: 武汉

会议语种:英文

页码: 667-671

在线出版日期: 2007-08-03（万方平台首次上网日期，不代表论文的发表时间）