基于逻辑回归的银行贷款违约情况分析

楚雄师范学院学报 ›› 2020, Vol. 35 ›› Issue (3): 8-13.

基于逻辑回归的银行贷款违约情况分析

刘鹏, 张小乐

楚雄师范学院数学与统计学院,云南楚雄 675000

收稿日期:2019-10-28 出版日期:2020-05-20 发布日期:2020-12-28
作者简介:刘鹏(1973-),男,硕士,楚雄师范学院数学与统计学院副教授,主要从事数据分析与挖掘研究。E-mail:exliupeng@cxtc.edu.cn

Analysis of Bank Loan Default Based on Logistic Regression

LIU Peng, ZHANG Xiaole

School of Mathematics and Statistics,Chuxiong Normal University,Chuxiong,Yunnan Province 675000

Received:2019-10-28 Online:2020-05-20 Published:2020-12-28

摘要/Abstract

摘要： 本文推导了建立逻辑回归模型的过程,应用逻辑回归的原理,使用MATLAB自带函数编写应用程序,利用逻辑回归模型对银行贷款的违约数据进行研究分析,类型识别正确率可达81.4%,好于LM神经网络的结果。使用逻辑回归分析数据的方法求解实际问题,有较好的效果。

关键词: 逻辑回归, 银行贷款违约, MATLAB

Abstract: By deducing the process of establishing logistic regression model,understanding the thought principle of logistic regression deeply,and using MATLAB's own function to write the application,this paper applies logistic regression model to studying and analyzing the default data of bank loans,whose accuracy rate of type identification is up to 81.4%,better than the result of LM neural network.By using program to solve practical problems,it is helpful to understand the method of applying logistic regression to analyzing data.

Key words: logistic regression, bank loan default, MATLAB

中图分类号:

F830.5

刘鹏, 张小乐. 基于逻辑回归的银行贷款违约情况分析[J]. 楚雄师范学院学报, 2020, 35(3): 8-13.

LIU Peng, ZHANG Xiaole. Analysis of Bank Loan Default Based on Logistic Regression[J]. Journal of Chuxiong Normal University, 2020, 35(3): 8-13.

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