Credit scoring via PCALWM

CORC > 科技战略咨询研究院 > 中国科学院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-2016年1月19日)

	Credit scoring via PCALWM
	Li, JP ; Xu, WX ; Shi, Y
刊名	COMPUTATIONAL SCIENCE - ICCS 2005, PT 3
	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
内容类型	期刊论文
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.