Credit scoring via PCALWM
文献类型：期刊论文
| 作者 | Li, JP ; Xu, WX ; Shi, Y |
| 刊名 | COMPUTATIONAL SCIENCE - ICCS 2005, PT 3
 |
| 出版日期 | 2005 |
| 卷号 | 3516期号:1页码:8,531-538 |
| 关键词 | credit scoring classification principal component analysis |
| ISSN号 | 0302-9743 |
| 中文摘要 | We have presented a principal component analysis linear-weighted model (PCALWM) for credit scoring in [5,6], this article is a further study on this model. We revised the application procedure in the credit scoring, and tested it by a larger real-life credit card dataset. In comparison with some well-known scores, the empirical results of the PCALWM can achieve a favorable KS distance. The study on some application features of this model in the credit decision-making shows that the model can help the credit issuers to select the best trade-off among the enterprise stratagem, marketing and credit risk management. |
| 学科主题 | Computer Science ; Theory & Methods |
| 收录类别 | SCI |
| 语种 | 英语 |
| WOS记录号 | WOS:000230026200073 |
| 公开日期 | 2012-11-12 |
| 源URL | [http://ir.casipm.ac.cn/handle/190111/5027]  |
| 专题 | 科技战略咨询研究院_中国科学院科技政策与管理科学研究所(1985年6月-2015年12月) |
| 推荐引用方式 GB/T 7714 | Li, JP,Xu, WX,Shi, Y. Credit scoring via PCALWM[J]. COMPUTATIONAL SCIENCE - ICCS 2005, PT 3,2005,3516(1):8,531-538. |
| APA | Li, JP,Xu, WX,&Shi, Y.(2005).Credit scoring via PCALWM.COMPUTATIONAL SCIENCE - ICCS 2005, PT 3,3516(1),8,531-538. |
| MLA | Li, JP,et al."Credit scoring via PCALWM".COMPUTATIONAL SCIENCE - ICCS 2005, PT 3 3516.1(2005):8,531-538. |
入库方式： OAI收割
来源：科技战略咨询研究院
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