数据挖掘技术在个人信用评估模型中的应用

:2006-03-16:(0511011500):(1977-),,,,1,1,1,2(1.,453007;2.,450052):,,,--,,,:;;;:TP391;F830.49:A:1673-629X(2006)12-0172-03ApplicationofDataMiningTechniquetoPersonalCreditEvaluatingModelGEJi2ke1,ZHAOYong2jin1,WANGZhen2hua1,YUJian2qiao2(1.CollegeofComputerandInformationTechnology,HenanNormalUniversity,Xinxiang453007,China;2.CollegeofComputerandInformationScience,SouthwestUniversity,Chongqing450052,China)Abstract:Forthepurposeofprocessthepersonalcreditevaluatingtimelyandcorrectly,increasethedecisionrate,thispaperdescribestherequirementofthecreditcardcompanyfordataminingandneuralnetworktechnologywhichapplyforpersonalcreditevaluating.Contrast2edandanalyzedsomeofpersonalcreditevaluatingmodel,e.g.statisticalmodel,classification-clusteringmodel,andsoon.Demonstratedthoseexcellenceanddisadvantage.Constructedadecisiontree-neuralnetworkpersonalcreditevaluatingmodel.Atlast,giveavicinage-extendedclusteringalgorithm,thealgorithmneedntgivenumberofclustering,andcanputupunsupervisedlearning.Thealgorithmismorefitforpersonalcreditevaluatingthanothermethods.Keywords:creditevaluating;classification;clustering;decisiontree0,,,,,,,,,,,[1](NeuralNetwork,NN),,[2,3](DataMining,DM),[4,5],,:,1,()()[6]1612200612COMPUTERTECHNOLOGYANDDEVELOPMENTVol.16No.12Dec.2006(),,,,(),,,FICO,,FICO,[7],1.1,,,11FICOLogitZ-ScoreZetascoreRiskcalc,Z-ScoreEMScore,:LogitProbit,(Discriminant)1.2,:[8](1)(Classification):,(),,(2)(Clustering):,,,,2-,,,,,,,,,,,S,SN,,S(,),,:S1,S2,,Sk,ki,NiCji(iSij)i=1,2,,k,j=1,2,,Ni,N=6ki=1NiCji11,-,,()A={C1,C2,,Cm},B={Cm+1,Cm+2,,Cn},ACi(i=1,2,,m)BCj(j=m+1,m+2,,n),:CiCj,CiCj,CiCj;CiCj,CiCj,CiCj;CiCj,CiCj,[9]RBFC-(FCM)[10]RBF,;BP(,)3,37112:,,,,,,,,,-,(),,;,,,22,,::,,,:,,,()[11]4,(Vicinage-ExtendedClustering,VEC)S={s1,s2,,sn}(1)sa=s1,SL=S-{sa};(2)(),;(3)If{()}Then{,,,,(),}Else{(0)(0,3)}(4)S={s1,s2,,sn},SL;(5)If{SL;}Then{SL,2}Else{,},o(n2),,R3[12],o(nlogn)5,,,,,,:[1].[D].:,2003:27-32.[2]TamKY,KiangM.Managerialapplicationsofneuralnet2works:thecaseofbankfailurepredictions[J].ManagementSciences,1992(7):926-947.[3],.[J].,2001(2):30-34.[4]FayyadUM,Piatetsky-ShapiroG,SmythP.AdvancesinKnowledgeDiscoveryandDataMining[M].[s.l.]:AAAI/MITPress,1996:471-493.[5]ChenMing-Syan,HanJiawei,YuPS.Datamining:Anoverviewfromdatabaseperspective[J].IEEETransactionsonKnowledgeandDataEngineering,1996(12):866-883.[6].[J].,2002(2):59-61.[7].[M].:,2004:28-32.(177)471162Oracle9iFSOracleOracleOracle9iFS,OracleOracle9iFS,JavaAPI,9IFS,2.1,,,442.2,Tab,,55,Tab,,Tab,,,,,(:)3,,,,,,:[1]HymanF,GargS,HarrisonS.OracleÒInternetFileSystemInstallationGuideRelease9.0.1.1.0forMicrosoftWindowsNT/2000[EB/OL].2001-09.[2]StokesA,DawsonD.OracleÒInternetFileSystemDeveloperReferenceRelease9.0.1.1.0Oracle9iFSandOracle9idatabasedocumentationsets[EB/OL].2001-09.[3]RizzoT.Windows[EB/OL].2004-08-25.[4],,.[J].,1995(10):599-606.[5].[J].,2000(10):50-52.[6],.[J].,2000(5):29-31.[7],,.[J].,2002(12):123-125.[8].[J].,2005,15(4):132-134.[9].ACL[J].,2005(3):111-114.(174)[8]HanJiawei.[M].,.,2001:14-17.[9],.[J].,2005(7):65-68.[10],,.[J].,2006,16(1):117-119.[11],.CBRDI:[J].,2003(16):52-55.[12]BeckmannN,KriegelHP,SchneiderR,etal.TheR3-tree:AnEfficientandRobustAccessMethodforPointsandRect2angles[C]//Proc.ACMSIGMODInt.Conf.onManagementofData.AtlanticCity,NJ:ACMPress,1990:322-331.77112: