| 个人信用评估的一种数据包络分析方法 |
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| 引用本文： | 曹静.个人信用评估的一种数据包络分析方法[J].科技与管理,2006,8(5):89-91. |
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| 作者姓名： | 曹静 |
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| 作者单位： | 哈尔滨工程大学,经济管理学院,黑龙江,哈尔滨,150001 |
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| 摘 要： | 对数据包络分析在个人信用评估领域的适用性进行了分析，根据我国的实际情况建立了个人信用评估的指标体系，确定了个人信用评估模型的输入和输出变量并进行了量化处理，并对我国某商业银行个人消费信贷数据进行了实证分析，取得了对于好坏客户的分类准确率能达到89．60％的较为满意的结果。
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| 关 键 词： | 数据包络分析(DEA) 个人信用评估 指标体系 |
| 文章编号： | 1008-7133(2006)05-0089-03 |
| 修稿时间： | 2006年3月29日 |
Study on Chinese personal credit scoring based on data envelopment analysis |
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| CAO Jing.Study on Chinese personal credit scoring based on data envelopment analysis[J].Science-Technology and Management,2006,8(5):89-91. |
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| Authors: | CAO Jing |
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| Abstract: | Througha analyzing many study ies on personal credit scoring we can make a new scoring model of data envelopment analysis(DEA)to settle Chinese personal credit scoring problem;set up a suitable conditions' index system of personal credit scoring;confirm the input and the output variables of the personal credit scoring model.Utilize our country some commercial bank personal consumer credit data carrying on a real example analysis,We adopt the method based on structure variables and get a satisfied accuracy rate 89.60% in classifying good and bad customers. |
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| Keywords: | data envelopment analysis(DEA) personal credit scoring index system |
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