| 递归分类树在信用风险分析中的应用 |
| |
| 引用本文： | 张维,李玉霜,王春峰. 递归分类树在信用风险分析中的应用[J]. 系统工程理论与实践, 2000, 20(3): 50-55. DOI: 10.12011/1000-6788(2000)3-50 |
| |
| 作者姓名： | 张维 李玉霜 王春峰 |
| |
| 作者单位： | 天津大学系统工程研究所 |
| |
| 基金项目： | 国家自然科学 95重大项目!金融学、金融工程和金融管理项目资助( 797130 0 7) |
| |
| 摘 要： | 递归分类树是计算机实现 ,基于统计理论的非参数的识别技术 .本文将之用于商业银行信用风险分析 ,以判别分析为参照方法 ,加以实证研究 .结果表明递归分类树在变量选择和分类方面的效果好于判别分析方法.
|
| 关 键 词： | 信用风险分析 递归分类树 线性判别分析 |
Application of Classification Tree in Credit Risk Analysis |
| |
| ZHANG Wei,LI Yu-shuang,WANG Chun-feng. Application of Classification Tree in Credit Risk Analysis[J]. Systems Engineering —Theory & Practice, 2000, 20(3): 50-55. DOI: 10.12011/1000-6788(2000)3-50 |
| |
| Authors: | ZHANG Wei LI Yu-shuang WANG Chun-feng |
| |
| Affiliation: | Institute of Systems Engineering,Tianjin University |
| |
| Abstract: | Classification tree shows promising application in credit risk analysis as a statistic|based pattern recognition computer|technique. The paper presents the necessity to extend the study of classification tree in credit risk analysis after comparing it with methods of discriminant analysis. Studies are empirically carried out, and prefer classification tree to statistical methods in classification accuracy and variable selection. |
| |
| Keywords: | credit risk analysis classification tree discriminant analysis |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《系统工程理论与实践》浏览原始摘要信息 |
|
点击此处可从《系统工程理论与实践》下载全文 |
