主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院

Chinese Journal of Management Science ›› 2004, Vol. ›› Issue (2): 17-21.

Previous Articles     Next Articles

Consumer Credit Assessment via Principal Component Analysis Linear-Weighted Model

LI Jian-ping1,2, XU Wei-xuan2   

  1. 1. University of Science & Technology of China, Hefei 230026, China;
    2.Institute of Policy and Management, Chinese Academy of Sciences, Beijing 100080, China
  • Received:2003-08-10 Revised:2004-03-09 Online:2004-04-28 Published:2012-03-07

Abstract: This paper presents a personal credit assessment method via principal component analysis linear-weighted model(PCALWM).The objectivity,feasibility and applicability are the main merits of this method.The experiment study using real-life credit card data shows that the model has a good classification and an application foreground.

Key words: credit assessment, classification, principal component analysis, KS distance

CLC Number: