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Financial default risk prediction method and device based on GBST and electronic equipment

A risk prediction and financial technology, applied in the fields of finance, digital data processing, complex mathematical operations, etc., can solve the problem of lack of time dimension for financial users of credit scoring model, and achieve high accuracy.

Pending Publication Date: 2019-10-18
北京淇瑀信息科技有限公司
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  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0004] The present invention aims to solve the defect that the current credit scoring model lacks the time dimension in evaluating and predicting financial users

Method used

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  • Financial default risk prediction method and device based on GBST and electronic equipment
  • Financial default risk prediction method and device based on GBST and electronic equipment
  • Financial default risk prediction method and device based on GBST and electronic equipment

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Embodiment Construction

[0036] Exemplary embodiments of the present invention will now be described more fully with reference to the accompanying drawings, and although the exemplary embodiments may be embodied in many specific forms, these should not be construed as limited to the embodiments set forth herein. On the contrary, these exemplary embodiments are provided in order to make the content of the present invention more complete and to facilitate the comprehensive transfer of the inventive concept to those skilled in the art.

[0037] On the premise of conforming to the technical concept of the present invention, the structure, performance, effect or other features described in a specific embodiment can be combined into one or more other embodiments in any suitable manner.

[0038] During the introduction of specific embodiments, detailed descriptions of structures, performances, effects or other features are intended to enable those skilled in the art to fully understand the embodiments. Howev...

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Abstract

The invention discloses a financial default risk prediction method and device based on GBST, electronic equipment and a computer readable medium. The financial default risk prediction method comprisesthe steps: initializing a basic survival tree of a GBST survival model based on a training data set; starting from the basic survival tree, carrying out optimization iteration by utilizing the survival probability predicted by the previous survival tree and the residual error of the real label so as to train to obtain the next survival tree until the total loss is smaller than a set threshold value; and for the input data of the new financial user, outputting a survival curve of the user by using a result of traversing the spanning tree by using the finally obtained survival tree, and predicting the default risk probability of each time period according to the survival curve. The financial default risk prediction method has a time dimension, can obtain the default time probability of eachcustomer, is high in prediction precision, and can process nonlinear heterogeneous data.

Description

technical field [0001] The present invention relates to the field of computer information processing, in particular to a GBST-based financial default risk prediction method, device, electronic equipment and computer-readable medium. Background technique [0002] With the use of the Internet and the development of big data technology, consumer finance has made great progress. However, with the emergence of more and more financial service platforms, the management of credit risk poses more challenges. In order to effectively control credit risk, many different modeling techniques have been developed, including supervised and unsupervised algorithms. Credit scoring model is a widely used risk assessment model in this field. [0003] The survival analysis model originally originated from the processing of death data, and has a very wide range of applications in medicine, insurance and other fields. How to introduce models with time dimension such as survival analysis model in...

Claims

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Application Information

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IPC IPC(8): G06Q10/06G06Q40/02G06F16/2458G06F17/18
CPCG06Q10/0639G06F16/2462G06F17/18G06Q40/03
Inventor 沈赟白苗君郑彦
Owner 北京淇瑀信息科技有限公司
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