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2020-cumcm-c's Introduction

2022-simulate-2

Practise 2020-CUMCM-C Matlab
西安邮电大学 暑期数模培训

参考两篇国赛优秀论文 C170 得到以下思路:

问题的分析

问题一

企业信贷风险量化分析

🎋选定指标
11个指标建立企业信贷风险评价体系
熵权法-TOPSIS模型量化企业信贷风险

最优信贷决策模型

遵循利润最大化和风险最小化建立目标函数
🎐非线性规划 采用fmincon 设置初始值为大小为100万,长度为97的向量,初值取不好的话有影响
🙌老师推荐采用:二次规划quadprog,不用设初值

问题二

附件2和附件1相比缺少了企业的信誉评级和违约记录
需要预测出302家无信用记录企业的信用等级和违约记录;
解决方法是利用有标记的附件1数据进行训练,再将附件2的数据带入预测
训练集数据是选取123家企业数据的前70%,测试集数据选取123家企业数据的前30%

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