The invention relates to the technical field of
risk control of
the Internet financial industry, in particular to a CS-PNN-based customer credit
risk assessment method and
system. Compared with BP andRBF neural networks, the PNN fuses a Bayesian decision theory and density function
estimation on the basis of a
radial basis function, the method has the advantages of simple
network structure, few adjustment parameters, short
operation time, no local minimum point and the like; compared with GA, PSO, ACO and other optimization algorithms, the CS
algorithm searches for a
global optimal solution by simulating the combination of the parasitic propagation behavior of the valley
bird nest and the Levy flight search principle, has the advantages of being few in parameter setting, high in convergence speed, high in universality and robustness, easy to implement and the like, and can efficiently balance local search and global search of the
algorithm; the CSPNN model obtained by optimizing the
smoothing factor of the PNN by the CS has the advantages of simple
network structure, high convergence rate, good
fault tolerance, high robustness, high classification accuracy, strong sample appendingcapability and the like, and can meet the requirement of real-time credit
risk assessment of a loan
system.