| 神经网络在个人信用组合预测中的应用 |
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| 引用本文： | CHEN Yu-fang,陈玉芳,谢行恒. 神经网络在个人信用组合预测中的应用[J]. 杭州电子科技大学学报, 2009, 29(2) |
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| 作者姓名： | CHEN Yu-fang 陈玉芳 谢行恒 |
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| 作者单位： | 1. 杭州电子科技大学软件职业技术学院,浙江,杭州,310018
2. 宁波工程学院管理学院,浙江,宁波,315016 |
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| 摘 要： | 该文运用组合预测的思想,提出了通过感知器、BP、Elman和LVQ等不同的具有代表性的神经网络模型,将多元线性回归和logistic回归两单一方法进行组合,并分别应用于某商业银行的个人信用评估,其结果表明:感知器、BP、Elman和LVQ神经网络组合预测方法精确度不尽相同,但总体上能够获得比多元线性回归和logistic回归更高的预测精度,尤其在避免纳伪错误方面更具优势。
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| 关 键 词： | 组合预测 神经网络 个人信用评估 |
Comparison of Different Neural Network Used in Combining Forecasts of Personal Credit Scoring |
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| CHEN Yu-fang. Comparison of Different Neural Network Used in Combining Forecasts of Personal Credit Scoring[J]. Journal of Hangzhou Dianzi University, 2009, 29(2) |
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| Authors: | CHEN Yu-fang |
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| Affiliation: | CHEN Yu-fang1; XIE Xing-heng2(1.Software and Technical Vocational College; Hangzhou Dianzi University; Hangzhou Zhejiang 310018; China; 2.Department of Management; Zhejiang University; Ningbo Zhejiang 315016; China); |
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| Abstract: | With the idea of combining forecasts,this paper presents new approaches by combining multi-linear regression and logistic with perception,BP,Elman and LVQ and then apply them in personal credit risk scoring of one commercial bank.The results show that the new technique of combining forecast is more accurate than either of the individual technology,especially in avoiding recognizing the bad application as good ones. |
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| Keywords: | combining forecast neural network personal credit risk scoring |
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