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
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[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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