提出一种基于投影寻踪和最优分割的企业信用评级模型。该模型运用投影寻踪对样本企业进行信用综合评分,将信用综合得分由大到小排序,生成有序样品序列;利用最优分割法对有序样品进行聚类,得出明确的聚类结果;将最优分割点对应的信用综合得分作为划分信用等级的阈值,从而实现对样本企业的信用评级。应用实例证明了该模型的可行性和有效性。
A new credit rating model for enterprises based on projection pursuit and optimal partition is presented in this paper.Using projection pursuit,the comprehensive credit score of each sample is obtained.After sorting the comprehensive credit score descending,the ordered sample series is generated.A clustering analysis of the ordered samples is carried out with the optimal partition method,so the clustering results are obtained definitely.And then,each optimal partition point is regarded as the threshold to divide the credit grades.Finally,the credit rating for enterprises is achieved.Through a specific example,it is proved that the model proposed by this paper is feasible and effective.