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商业银行信用风险评价指标的熵权选择方法
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2009-05-28
小峰
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基于信息熵思想，按照熵权的大小筛选信用风险评价指标，定义了评价指标的效率指数，用评价结果的区分度反映评价指标的有效性。算例表明，在初始指标组中，将熵权极小的指标剔除后，简化了计算，提高了评价指标的有效性。Based on information entropy theory, the criterion of selection of credit risk assessing targets is choosing targets with larger entropy weights. Define efficiency index to indicate the efficiency of the set of targets as well as the discrimination of evaluation results. Finally, an illustrative example is provided to show that, after getting rid of the target with very little entropy weight, the computing process is simplified and the efficiency of the set of targets is advanced.
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