Credit scoring method, system, computer device and readable medium

Abstract

The invention provides a credit scoring method, a system, a computer device and a readable medium. In a data acquisition stage, multi-channel information, such as operator information, credit card information and debit card information, is selected, and various aspects of information of a user are comprehensively considered, so that the prediction effect and stability of the model can be enhanced.Derived fields based on time slices can extract the information with real prediction value, and also can increase the prediction effect of the model. In the data preparation phase, the variables withhigh missing rate and the variables with difficult-to-interpret level are deleted, which enhances the stability of the whole model. In the model development phase, the variables with multicollinearity are deleted, which enhances the stability of the model. LASSO and other machine learning methods are used to select the variables with real prediction ability, which improves the prediction abilityof the final model.

Description

technical field [0001] The present invention relates to credit scoring. More specifically, it relates to a credit scoring method, system, computer equipment and readable medium. Background technique [0002] Credit rating, also known as "credit rating" or "reputation rating", is an important content and basis for establishing a social credit system. Most of the traditional credit rating methods are based on the expert method or the scorecard model, that is, a set of scoring rules is specified in advance based on the banker's experience, and then this rule is applied to score based on the actual data of the user. Chinese invention patent, application number 201710197889.0, discloses a patent named a method and system for credit rating of loan users based on machine learning. The patent discloses a credit rating method, which mainly includes: collecting the modeling sample data to obtain the merchant’s credit report and overdue data; preprocessing the credit report data, inc...

AI Technical Summary

Problems solved by technology

[0003] In view of this, in order to solve the problem that there are still some defects in the traditional credit rating method and needs to be improved, the present invention adopts the following technical solutions:

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