贷款风险分类模型的比较分析

贷款风险分类是一个对借款人及其担保人的财务指标、非财务指标进行综合评价的过程。本文把贷款风险分类看作是一个模式识别问题,在此框架下,就统计模式识别领域中最新使用的神经网络方法、分类树法、K阶近邻方法以及支持向量机模型四种方法的建模思想、适用性进行比较,并给出有关结论。

A Comparative Analysis of the Classification Model of Credit Risks

The classification of credit risks is a comprehensive evaluation process about finance index and non- finance index of the borrower and guarantor. This paper regards the classification as a mode identification problem. Under this frame,the paper compares the modeling idea and applicability of four new statistic modes of nerve network,classification tree,K neighboring and support vector machine which are recently used in the field of statistic mode identification,and comes to relevant conclusions.