Enterprise default risk assessment method and equipment based on GBDT algorithm and logistic regression model, and medium

Abstract

The invention discloses a method and equipment for constructing an enterprise default risk assessment model based on a GBDT algorithm and a logistic regression model, and a medium. The method comprises the following steps: acquiring data of a plurality of sample enterprises, integrating and processing the acquired data to obtain standardized data, calculating a WOE value and an IV value of the standardized data, performing variable binning and screening through the WOE value and the IV value, using a GBDT algorithm as a preposition algorithm of a logistic regression model, constructing a new combination feature by the GBDT algorithm, and constructing the new combination feature according to the logistic regression model. And inputting the data to the logistic regression model so as to construct an enterprise default risk assessment model, and finally assessing a to-be-assessed enterprise by the enterprise default risk assessment model to obtain an enterprise default risk assessment result, and identifying an enterprise default risk probability. According to the method, the model entering variables of the logistic regression model are combined by adopting the GBDT algorithm, the variables which contribute more to the model are selected, and meanwhile, the importance of the variables is analyzed, so that the model evaluation result is more reasonable, and the accuracy of model evaluation is effectively improved.

Description

technical field [0001] This application relates to the field of financial credit technology, in particular to a method, equipment and medium for evaluating enterprise default risk based on GBDT algorithm and logistic regression model. Background technique [0002] Small and micro enterprises occupy an important position in the process of my country's economic and social development, and they play a very important role in promoting economic development, increasing fiscal revenue, and providing social employment. However, small and micro enterprises are facing many problems in the process of development, among which financing difficulties are one of the important problems that plague the development of small and micro enterprises, which have increasingly attracted great attention from the society. [0003] The financing difficulties of small and micro enterprises are not only related to the conditions of small and micro enterprises themselves, but also closely related to the l...

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Problems solved by technology

[0007] The embodiment of this specification provides an enterprise default risk assessment method, equipment and medium based on GBDT algorithm and logistic regression model, which are used to solve the following technical problems in the prior art: the existing data due diligence on enterprises based on offline 1. Experts evaluate the default risk of enterprises based on experience, which has the problems of imperfect evaluation index system, low evaluation efficiency, and poor accuracy of results. It is difficult to effectively identify the probability of corporate default risk and avoid loan risks.

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