2022 8th "certification Cup" China University risk management and control ability challenge

The start time of this risk control cup is the beginning of summer , This game can also be used as a practice match of the National Games for running in between teammates . The theme of this risk control competition is the current car loan , The title gives the data set of the international market . The title is as follows ,

According to the title requirements , We can see that the topic generally requires us to carry out two steps , One 、 Screening of relevant indicators , Two 、 Establishment of prediction model . Here we explain these two steps separately .

The most critical step before the index processing is our processing of the given data , Because the given data may have outliers , We need to deal with the vacancy value accordingly , The relevant processing code is also summarized for you .

One 、 Relevant index screening

According to the needs of the topic , The first step is to screen out relevant indicators , In order to facilitate our next step of model establishment, solution and related analysis . For the selection of indicators , Here I think there are two ways to screen , Both objective and subjective . namely , We can artificially screen some indicators as preliminary indicators ; At the same time, we can also use correlation analysis 、 Causal analysis screens key indicators . I will share some related codes for you later , I hope I can help you .

Two 、 Establishment of prediction model

Predict whether the lender will default , This problem itself is a problem of establishing predictions based on data . I think there can be multiple linear regression prediction , Time series prediction , Grey prediction , Fuzzy prediction, etc . There is a better way to establish here is to choose two or three prediction models , Finally, compare the accuracy of the results . In this way, our model will be very complete , At the same time, effectively increase the length of the article . The code of the prediction model will be supplemented later .

Data summary ​mianbaoduo.com/o/bread/YpyVmJ5rhttps://link.zhihu.com/?target=https%3A//mianbaoduo.com/o/bread/YpyVmJ5r

Final , I wish you all good results in this competition , Be able to run in with your teammates more , Create more brilliance in the National Games .