Financial risk management method and device based on GBST and electronic equipment

Abstract

The invention provides a financial risk management method based on GBST, and the method comprises the steps: obtaining a historical user data set, and building a training data set according to the historical user data set, wherein the training data set comprises user feature data, condition parameters and financial performance data; constructing a GBST survival model, and training the GBST survival model; inputting the user characteristic data and the condition parameters of the target user into a GBST survival model to output a prediction distribution curve of financial performance data of the target user; and based on the prediction distribution curve of the target user, customizing a risk management strategy corresponding to the target user according to a maximum profit judgment rule ofthe financial product. The financial risk management method takes profit maximization as a target, more personalized and more reasonable products can be formulated for users, existing risk managementstrategies of quota, pricing and periods can be optimized, and more profit is generated under the condition of controllable risk so as to realize profit maximization.

Description

technical field [0001] The invention relates to the field of computer information processing, in particular to a GBST-based financial risk management method, device and electronic equipment. 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. [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 into credit risk management to solve the lack of prediction in time dimension of existing models is an important problem faced by this field. [0004] In order to effectively control credit risk, many different modeling techniques have been developed, including supervise...

AI Technical Summary

Problems solved by technology

However, for the risk model of lending financial products, the main goal is to control risks. Among them, the choice of loan period is determined by the customer's own choice, and no further consideration is made from the perspective of profit. As a result, a certain degree of waste of credit and pricing Unreasonable and unreasonable selection of the number of periods will also cause a certain degree of profit loss, and thus cannot maximize profits

Images