| 分类树应用于商业银行贷款5分类的探讨 |
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| 引用本文： | 李玉霜,张维. 分类树应用于商业银行贷款5分类的探讨[J]. 系统工程学报, 2001, 16(4): 282-288 |
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| 作者姓名： | 李玉霜 张维 |
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| 作者单位： | 1. 南开大学国际商学院,
2. 天津大学管理学院, |
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| 基金项目： | 国家自然科学基金资助项目(79713007). |
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| 摘 要： | 分类树是一种计算机实现、基于统计理论的非线参数的识别技术,该技术可应用于解决贷款5分类实施中从业人员分析判断能力欠缺的问题。实证分析表明该方法比线性判别分析方法的准确率高,针对进一步提高分类准确率,结论部分对初始样本和变量结构对分类准确性的影响进行了分析。
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| 关 键 词： | 商业银行 贷款 分类树 统计理论 信贷 |
| 文章编号： | 1000-5781(2001)04-0282-07 |
| 修稿时间： | 2000-03-01 |
How to apply classification tree to five-loan-classification in Commercial Banks of China |
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| LI Yu shuang ,ZHANG Wei. How to apply classification tree to five-loan-classification in Commercial Banks of China[J]. Journal of Systems Engineering, 2001, 16(4): 282-288 |
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| Authors: | LI Yu shuang ZHANG Wei |
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| Affiliation: | LI Yu shuang 1,ZHANG Wei 2 |
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| Abstract: | Classification tree is a promising approach in credit risk analysis as a statistic based pattern recognition computer technique. In the paper, we try to apply it to lower discrimnant ability of bank personnel in the process of five loan classification. Empirical test shows that classification tree outperforms the discrimnant analysis method. At last, the paper analyses the effect to accuracy of primary sample set and variable structure. |
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| Keywords: | five loan classification classification tree discrimnant analysis |
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