Earticle

초록

영어

In recent years, huge amounts of nonperforming loans (NPLs) of commercial banks have become one of the biggest obstacles constraining reform and development in Chinese commercial banks. Finding a way to control the banks’ NPLs is a core issue that it continues to be explored and researched in the finance. In this paper, PCA and relief algorithm in data mining methods were adopted to extract and analyze NPLs characteristics in commercial banks through contrasting the performing and nonperforming loans records, based on the predecessors’ literatures. In this paper, a bank's loans data with 96 features and 10415 samples is collected. At last, we construct nonperforming loans of commercial banks classification model. Our research is very important for capturing warning signal timely, detection of NPLs and sound operation of commercial banks.

목차

Abstract
 1. Introduction
 2. The Definition and Literature Review
  2.1 The Definition of Non-performing Loans of Banks
  2.2 Related Works
 3. Methodology
  3.1. PCA
  3.2 Relief Algorithm
 4. Experiment
  4.1 Dataset
  4.2 Data Pre-processing
  4.3 Results and Analysis
  4.4 Expansion test
 5. Conclusion
 References

키워드

저자

• Zhang Yu [ School of management, Harbin Institute of Technology, Harbin, Heilongjiang, China, School of Economics, Harbin University of Science and Technology, Harbin, Heilongjiang, China ]
• Yu Gang [ School of management, Harbin Institute of Technology, Harbin, Heilongjiang, China ]
• Guan Yongsheng [ School of management, Harbin Institute of Technology, Harbin, Heilongjiang, China, LongJiang Bank, Province Heilongjiang, Harbin, Heilongjiang, China ]
• Yang Donghui [ School of management, Harbin Institute of Technology, Harbin, Heilongjiang, China ]

참고문헌

발행기관

간행물

표지보기 관심저널 등록

• 간행물명

  International Journal of u- and e- Service, Science and Technology

• 간기

  격월간

• pISSN

  2005-4246

• 수록기간

  2008~2016

• 십진분류

  KDC 505 DDC 605