A credit scoring method based on spline interpolation

A spline interpolation and credit scoring technology, applied in data processing applications, instruments, finance, etc., can solve problems such as credit score jumps, and achieve the effect of reducing mean square error and high model accuracy

Inactive Publication Date: 2019-01-29
SUNING CONSUMER FINANCE CO LTD
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  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

[0007] The technical problem to be solved by the present invention is to provide a credit scoring method based on spline interpolation, which solves the problem of sudden jumps in credit scores

Method used

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  • A credit scoring method based on spline interpolation
  • A credit scoring method based on spline interpolation
  • A credit scoring method based on spline interpolation

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Embodiment Construction

[0029] The present invention will be described in further detail below through examples, and the following examples are explanations of the present invention and the present invention is not limited to the following examples.

[0030] A credit scoring method based on spline interpolation of the present invention, after performing WOE conversion on numerical variables, smoothing the WOE value using the spline interpolation method, and performing subsequent scoring modeling with the smoothed WOE value, the implementation includes The following steps:

[0031] Binning the numerical variable, calculating the IV value of the variable, and the WOE value of the variable on each segment. Suppose a numerical variable is divided into N segments. In the scorecard modeling of the financial industry, the segmentation of numerical variables usually does not exceed 6 segments, that is, generally N<=6. After segmentation, it is expressed as follows:

[0032] interval

WOE value...

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Abstract

The invention discloses a credit scoring method based on spline interpolation, which smoothes the WOE value after dividing boxes, replaces the original WOE value with the smoothed WOE value, and doesnot change the other steps. The invention maintains the preciseness of the financial industry score card modeling process, optimizes the result of the score card model, and further enhances the interpretability of the score card model result and the model precision.

Description

technical field [0001] The invention relates to a credit scoring method, in particular to a credit scoring method based on spline interpolation. Background technique [0002] In the approval process of financial credit, it is necessary to evaluate the credit status of customers, and credit score card technology is currently the mainstream technical means. As a financial institution regulated by the China Banking Regulatory Commission, the credit scoring model used must be interpretable. The typical style of the scorecard model is as follows: [0003] [0004] In this type of scorecard model, there is a credit score jump situation, that is, at the critical point of the condition, as long as the amount increases slightly, it will cause a sudden jump in the customer's credit score. But as the amount continues to increase, the customer's credit score remains unchanged. As shown in the table below: [0005] the amount Score the amount Score the amou...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/02
CPCG06Q40/03
Inventor 黄付杰朱荣军
Owner SUNING CONSUMER FINANCE CO LTD
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