THE APPLIED RESEARCH OF CREDIT SCORING COMBINATION MODEL BASED ON SA-GA ALGORITHM
in the area of personal credit risk management business, the domestic issues haven’t developed a personal credit scoring method which matches with the development of personal credit. To some extent this problem has constrained and impeded the sound development of China’s consumer credit business. Therefore, based on the principles of combination forecast, this paper proposes optimization in the weight of a single model in combining models using SA-GA and constructs an individual credit score combination forecast model based on SA-GA. The result shows that the combination model can be effectively integrated with the advantages of a single model, and it also has more advantages in prediction accuracy and stability. Moreover, this model can effectively explain the impact of variables upon default, and shows relatively strong practical value.
Personal credit score Simulated Annealing Genetic Algorithm Combination model
Minghui Jiang Fenghua Ji Rui Li
School of Management, Harbin Institute of Technology Harbin, 150001, China
国际会议
武汉
英文
491-494
2011-10-17（万方平台首次上网日期，不代表论文的发表时间）