Á¤º¸°úÇÐȸ³í¹®Áö (Journal of KIISE)
Current Result Document :
ÇѱÛÁ¦¸ñ(Korean Title) |
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¿µ¹®Á¦¸ñ(English Title) |
The analysis of Loan status and Comparison of Default Prediction Performances based on Personal Credit Information Sample Database |
ÀúÀÚ(Author) |
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Sohee Park
Daeseon Choi
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¿ø¹®¼ö·Ïó(Citation) |
VOL 46 NO. 07 PP. 0627 ~ 0635 (2019. 07) |
Çѱ۳»¿ë (Korean Abstract) |
º» ³í¹®Àº Çѱ¹½Å¿ëÁ¤º¸¿øÀÇ ½Å¿ëÁ¤º¸ Ç¥º»DB ½Ã¹ü¼ºñ½ºÀÇ ÀÏȯÀÎ °³ÀνſëÁ¤º¸ Ç¥º»DB¸¦ ÀÌ¿ëÇÏ¿© Â÷ÁÖµéÀÇ ¼ºº°, ¿¬·É, ±âÁØ¿ù, ¾÷±Ç µî¿¡ µû¸¥ ´ëÃâ ¹× Ã¤¹«ºÒÀÌÇà ÇöȲÀ» ºÐ¼®ÇÏ°í Åë°èÀڷḦ Á¦½ÃÇÑ´Ù. ¶ÇÇÑ, ±¹³»¿Ü ÀºÇàÀº ´ëÃâ Â÷ÀÔÀÚÀÇ Ã¤¹«ºÒÀÌÇà¿¡ µû¸¥ ¼Õ½ÇÀ» ÃÖ¼ÒÈÇϴµ¥ ÁÖ¸ñÇÏ°í ÀÖÀ½¿¡ µû¶ó °³ÀνſëÁ¤º¸ Ç¥º»DB¸¦ »ç¿ëÇÏ¿© Â÷ÁÖÀÇ Ã¤¹«ºÒÀÌÇàÀ» ¿¹Ãø ¸ðµ¨À» »ý¼ºÇÏ°í ¼º´ÉÀ» Æò°¡ÇÑ´Ù. ƯÁ¤´ÞÀÇ Ã¤¹«ºÒÀÌÇàÀ» ¿¹ÃøÇϱâ À§ÇÏ¿© Á÷Àü 6°³¿ùÀÇ Â÷ÁÖÀÇ Á¤º¸ ¹× ´ëÃâ Á¤º¸¸¦ °¡°øÇÏ¿© Ư¡ µ¥ÀÌÅ͸¦ »ý¼ºÇÏ°í Recurrent Neural Network¿Í ±â°èÇнÀ ¾Ë°í¸®ÁòÀ» »ç¿ëÇÏ¿© 乫ºÒÀÌÇà ¿¹Ãø ¸ðµ¨À» »ý¼ºÇÏ¿´´Ù. °¢ ¸ðµ¨ÀÇ ¼º´É ÃøÁ¤ °á°ú, Recurrent Neural Network°¡ 乫ºÒÀÌÇà Â÷ÁÖ¿¡ ´ëÇÑ RecallÀÌ 0.96, AUC°¡ 0.85·Î °¡Àå ÁÁÀº ¼º´ÉÀ» º¸¿´´Ù. |
¿µ¹®³»¿ë (English Abstract) |
In this paper, we analyze the status of loans and defaults and present statistical data according to the borrower's gender, age, month, etc. by using the personal credit information sample database offered as a trial service from Korea Credit Information Services. In addition, since domestic and foreign banks are paying attention to minimize the loss caused by default of the borrower, we used the personal credit information sample database to create a predicting model of borrower default and evaluated the model performance. To predict the default for a certain month, the borrower's demographic information and loan information for the previous six months were processed to generate characteristic data, and a default prediction model was created using Recurrent Neural Network and machine learning algorithm. Based on the performance of each model, Recurrent Neural Network was showed as the model to demonstrate the best performance with Recall of 0.96 and AUC of 0.85 for the default borrower.
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Å°¿öµå(Keyword) |
Åë°è ºÐ¼®
乫ºÒÀÌÇà ¿¹Ãø
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¼øȯ½Å°æ¸Á
±â°èÇнÀ
statistic analysis
default predict
credit information
recurrent neural network
machine learning
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