Credit scoring model construction method and device, equipment and storage medium

Abstract

The invention provides a credit scoring model construction method and a device, equipment and a storage medium. The construction method comprises the steps of dividing an original unbalanced credit data set into a training set and a verification set; wherein a plurality of data samples in the original unbalanced credit data set comprise credit information of a plurality of users, and the pluralityof data samples are in one-to-one correspondence with the plurality of users; dividing the data samples in the training set into a majority class of training samples and a minority class of trainingsamples; clustering the majority class training samples by using an unsupervised clustering algorithm to generate a plurality of sample clusters; obtaining a preset number of balance training subsetsaccording to the plurality of sample clusters and the minority class training samples; and constructing a credit scoring model according to the obtained balance training subset, the verification set and a preset decision tree base classifier. According to the method, the classification performance of the credit scoring model can be improved.

Description

technical field [0001] The invention relates to the technical field of network lending, in particular to a method, device, equipment and storage medium for constructing a credit scoring model. Background technique [0002] In recent years, with the deepening penetration of the Internet and information technology into the financial sector, financial activities using the Internet as a carrier have become increasingly rich. The explosive development of Internet finance on a global scale has greatly enriched the connotation of financial activities and brought new and convenient experiences to the majority of participants. At the same time, the imperfection of its supporting system also makes the risks behind this barbaric growth quickly exposed and escalated, especially in the field of P2P network lending. As a form of financial technology, the P2P lending market has grown over the past decade due to its convenience and lower interest rates. Rapid expansion in economically dev...

AI Technical Summary

Problems solved by technology

[0004] The present invention provides a construction method, device, equipment and storage medium of a credit scoring model, the purpose of which is to solve the problem of low classification performance of the credit scoring model

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