LOAN RISK ASSESSMENT USING CLUSTER-BASED CLASSIFICATION FOR DIAGNOSTICS

摘要

Presented are a system, method, and apparatus for loan risk assessment by assignment of a specific loan account to a loan cluster of a plurality of loan clusters. A computing device receives plurality of loan account histories describing a plurality of loan accounts during a training phase. An appropriate supervised classification method is applied to the loan account histories to obtain a mathematical description of loan cluster set. Next, the computing device receives a test loan account payment history describing a test loan account to be analyzed. The test loan account is assigned to at least one cluster of the previously trained cluster set. One or a plurality of causes is then determined for assigning the test loan account to the cluster set; and a predicted risk value for the test loan account is determined based on the cluster the test loan account is assigned to.

主权项

1. A method for online prediction of risk by assignment of a loan account to a loan cluster of multiple loan clusters comprising:
Receiving by a computing device a test loan account payment history describing a test loan account to be analyzed; Assigning the test loan account to at least one loan cluster in a previously trained loan cluster set; Determining by the computing device one or a plurality of causes for assigning the test loan account to the at least one loan cluster of the previously trained loan cluster set; and Determining by the computing device a predicted risk value for the test loan account based on the at least one loan cluster of the previously trained loan cluster set to which the test loan account is assigned.