基于Logistic模型的信用卡违约风险分析的综述报告.docx
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基于Logistic模型的信用卡违约风险分析的综述报告.docx

基于Logistic模型的信用卡违约风险分析的综述报告.docx

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基于Logistic模型的信用卡违约风险分析的综述报告AbstractThelogisticmodelhasbeenwidelyusedforcreditcarddefaultriskanalysisduetoitseaseofimplementationandhighaccuracy.Inthisreport,weprovideacomprehensiveoverviewofthelogisticmodelanditsapplicationsincreditcarddefaultriskanalysis.Firstly,thelogisticmodelisintroducedanditskeyfeaturesarediscussed.Then,theprocessofmodelbuildingispresentedindetail.Next,wereviewseveralstudiesthatapplythelogisticmodeltocreditcarddefaultriskanalysis.Finally,wesummarizetheadvantagesandlimitationsofthelogisticmodelandsuggestsomefutureresearchdirections.Keywords:Logisticmodel;Creditcarddefaultrisk;Modelbuilding;EmpiricalstudiesIntroductionCreditcarddefaultriskhasbecomeamajorconcernforbothcreditcardissuersandconsumers.Creditcardissuersneedtoassesstheriskoflendingtoindividualconsumers,andconsumersneedtounderstandhowtheirbehaviorsmayaffecttheircreditratings.Oneofthemostwidelyusedapproachestoanalyzingcreditcarddefaultriskisthelogisticmodel.Thelogisticmodelisastatisticalmethodusedtoanalyzetherelationshipbetweenacategoricaldependentvariable(inthiscase,creditcarddefault)andasetofindependentvariables(suchasage,income,creditscore,etc.).Inthisreport,weprovideacomprehensiveoverviewofthelogisticmodelanditsapplicationsincreditcarddefaultriskanalysis.Wefirstintroducethelogisticmodelanditskeyfeatures.Wethendiscusstheprocessofmodelbuilding,includingvariableselection,modelestimation,andmodelevaluation.Next,wereviewseveralstudiesthatapplythelogisticmodeltocreditcarddefaultriskanalysis.Finally,wesummarizetheadvantagesandlimitationsofthelogisticmodelandsuggestsomefutureresearchdirections.LogisticModelThelogisticmodelisatypeofregressionmodelthatpredictstheprobabilityofacategoricaloutcomebasedonasetofindependentvariables.Increditcarddefaultriskanalysis,thecategoricaloutcomeiswhetherornotacreditcarduserdefaultsontheirpayments.Theindependentvariablesmayincludefactorssuchasage,income,creditscore,educationlevel,etc.Thelogisticmodelisspecifiedasfollows:ThedependentvariableYisbinary,t
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