英文摘要 |
research is for the purpose of discovering the important variables which will affect the consumer credit loan. So as to and establishes the default risk model of consumer credit loan. This research uses the correlation analysis, factor analysis and principle component analysis to integrate those important effective variables. And the CART (Classification and Regression Tree) method is adopted to build up a default risk model of consumer credit loan. Three kinds of variable selection models including "correlated with default", "factor analysis", and "principle analysis" are proposed and compared. By comparing the Accuracy rate, ROC Curve, and Cumulative Lift Curve of those models, the "correlated with default" model is chosen to be the adaptable model. The Accuracy rate of this chosen model is high than 77 percent. |