1. NCCU Academic Hub
  2. Publications
  3. College of Commerce
  4. Theses
  5. Item

Publications-Theses

Article View/Open

Publication Export

Google ScholarTM

NCCU Library

Citation Infomation

Related Publications in TAIR

題名 信用卡信用風險審核範例學習系統之研究
Assessing Credit Card Risks Using Learning From Examples
作者 許愛惠
Shu, Ai-Huey
貢獻者 楊建民
Jang-Ming Yang
許愛惠
Ai-Huey Shu
關鍵詞 範例學習法
信用卡風險審核
信用額度
信用卡
Learning From Examples
Credit Assessing
Credit line
Credit Card
Logistic Regression
日期 1994
上傳時間 29-Apr-2016 16:31:00 (UTC+8)
摘要 隨著國人持信用卡消費購物方式的蔚為風氣，致使發卡機構每日所需處理
參考文獻 三、中文書籍
     
     [1]　林友田［民７５］，新票據法實施後的因應策略，實業家出版社。
     [2]　金融人員研訓中心［民７８］，銀行消費性貸款實務。
     [3]　洪燦輝［民７３］，徵信典範，台北：中華徵信所。
     [4]　省屬行庫中小企業聯合輔導中心編撰［民８１］，企業徵信與呆帳預防，第三版。
     [5]　黃俊英［民８０］，多變量分析，中華經濟企業研究所出版，第四版。
     [6]　彭昭英［民８２］，ＳＡＳ與統計分析，台北：儒林書局，初版。
     [7]　葉國興［民６９］，授信管理理論與應用，台北：三民書局，初版。
     [8]　楊建民［民８０ａ］，專家系統與機器學習－財務專家系統知識庫建構與學習之研究，時英出版社。
     [9]　簡國隆［民６５］，如何減少信用交易損失，聯經出版公司。
     一、
     1. Anderson, T. W.[1958], An Introduction to Multivariate Statistical Analysis, John Wiley & Sons, Inc.
     2. Breiman, L. & Friedman, J.H. & Olshen, R. A. & Stone, C. J. [1984], Classification and Regression Trees, Belmont, California: Wadsworth International.
     3. Cole, R. H.[1972], Consumer and Commercial Credit Management Fourth Edition , Richard D. Irwin Inc., p449.
     4. Hunt, E. B. & Martin, J. & Stone, P.T.[1966] , Experiments in Induction New York: Academic Press.
     5. Irwin, R. D. [1965], Credit Management Handbook, Credit Research Fundation, p275.
     6. Joseph, F. & Hair, Jr. & Anderson, R. E. & Tatham, R.L. & Black, W.C. [1992],Multivariate Data Analysis with Readings, Macmillam Publishing Company.
     7. Quinlan, J.R. [1986], Machine Learning 1, pp.81-106.
     8. Shannon, C. E. & Weaver, W. [1975], The Mathematical Theory of Communication, Urbana University of Illinois Press, pp. 1-201.
     9. Shultz, W.J. [1947].Credit and Collection Management, New York: Prentice hall,1947.
     
     二、
     
     1. Braun, H. & Chandler, S. S.[1987],”Predicting Stock Market Behavior through Rule Induction: an Application of the Learning-from-Example Approach”, Decision Science 18, summer,pp.415-429.
     2. Breaux, C. [1992], “Credit Cards: Cutting Credit Risk”, Bank Management, Vol.68,Feb, pp.29-31.
     3. Brennan P. J. [1993],”Profitability Scoring Comes of Age”, Bank Management, Sep. pp.58-62.
     4. Carter, C. & Catlett, J. [1987] ,”Assessing Credit Card Applications Using Machine Learning”, IEEE, Fall, pp.71-79.
     5. Chesser, D.L.[1974], “Prediction Loan Noncompliance”,Journal of Commercial Bank Lending, Vol.56,No.8, pp.28-38.
     6. Cronan, T.P. & Glorfeld, L.W. [1991],”Production System Development for Expert Systems Using a Recursive Partitioning Induction Approach:An Application to Mortgage, Commercial and Consumer Lending”, Decision Science, Vol.22, pp.812-845.
     7. Duchessi, P. [1988], “A Knowledge-Engineered System for Commercial Loan Decision”, Financial Management, 17:3, pp.57-65.
     8. Frydman, H. & Altman, E.I. & Kao, D.L.[1985], “Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress”, The Journal of Finance, Vol.XL, No.1, March, pp.269-291.
     9. Gothe, P.[1990], “Credit Bureau Point Scoring Sheds Light on Shades of Gray”, The Credit World, June, pp.26-29.
     10. Greer, C. C.[ 1966], “A Benefit-Cost Model For Credit Decisions”, (Doctoral dissertation , Columbia University), Dissertation Abstracts International ,Vol.27A, No6.
     11. Ingram, J.F. and Frazier, E. L [1982], “Alternative Multivariate Testss in Limited Dependent Variable Models:An Empirical Assessment”, Journal of Financial and Quantitative Analysis, Vol.17, pp.227-240.
     12. Kattan, M. W. & Adams, D. A. & Parks, M. S. [1993],” A Comparison of Machine Learning with Human Judgment”, Journal of Management Information Vol.9, No.4, Spring, pp 37-57.
     13. Klayman, J. [ 1988], “Cue Discovery in Probabilistic Environments: Uncertainty and Experimentation’ , Learning Memory and Cognition, 14, 2, pp.317-330.
     14. Liang, T. P. [1992], “A Composite Approach to Inducing Knowledge for Expert Systems Design”, Management Science, Vol. 38, No.1, January , pp. 1-17.
     15. Lynch, D. & Dirlam, J.[1988]. “Creating a Modern Credit Approval Environment”, Credit World , Vol. 77, Sep/Oct, pp.24-28.
     16. Morrall, K [1991], “Profits by the Numbers”, Bankers Monthly, Vol.108, Nov, pp,25-29.
     17. Press, S.J.& Wilson, S.[1978], “Choosing Between Logistic Regression and Discriminant Analysis”, Journal of the American Statistical Association, Vol.73, pp.699-705.
     18. Quinlan, J. R.[1983], “Learning Efficient Classification Procedures and their Application to Chess End Games”, In R. S. Michalski et al. (eds.), Machine learning : An Artificial Intelligence Approach. Palo Alto, CA:Tioga.
     19. Radding, A. [1992], “Credit Scoring’s New Frontier”, Bank Management, Vol. 68, Sep, pp. 57-62.
     20. Rock, A. [1984] ,” Sure Ways to Score with Lenders”, Money, Sept, pp. 121-126.
     21. Rothstein, H. G.[1986], “The Effects of Time Pressure on Judgment in Multiple Cue Probability Learning”, Organizational Behavior and Human Decision Processes, 37, 1, February , pp.83-92.
     22. Saunders, J.[1985], “This is Credit Scoring”, Credit Management, Sep, pp.23-26.
     23. Scott, B. [1984], “Accounts Receivable Management: The Development of A General Trade-Credit-Limit Algorithm”,(D.B.A., The Florida State University),Dissertation Abstracts International , Vol.45-09-A, pp.2948.
     24. Shaw, M. J. & Gentry , J. A. [1988],”Using an Expert System with Inductive Learning To Evaluate Business Loans”, Financial Management, 17:3, pp.45-56.
     25. Slater, R. B. [1990], “Credit/Debit Cards: Know the Score”, Banker Monthly, Vol.107, Aug, pp. 45-63.
     26. Thompson, B. & Thompson, W. [1986], “Finding Rules in Data” Byte, November, pp.149-158.
     27. Tsay, J. J.[1973], “An Optimal Credit Line Model for Accounts Receivable”,(Doctoral Dissertation, University of Missouri-Columbia), Dissertation Abstracts, Vol. 34A, No.11.
     28. Updegrave, W. L.[1987] , “How Lenders Size You Up”, Money, April ,pp.145-155.
     29. Warner, A.E. & Ingram, F. A. [1982], “A Test for Discrimination in a Mortgage Market”, Journal of Bank Research, 12, pp. 116-124.
     30. West, C. R. [1985], “A Factor-Analytic Approach to Bank Condition”, Journal of Banking and Finance, Vol. 9, pp.253-266.
描述 碩士
國立政治大學
資訊管理學系
81356013
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002003882
資料類型 thesis
dc.contributor.advisor 楊建民zh_TW
dc.contributor.advisor Jang-Ming Yangen_US
dc.contributor.author (Authors) 許愛惠zh_TW
dc.contributor.author (Authors) Ai-Huey Shuen_US
dc.creator (作者) 許愛惠zh_TW
dc.creator (作者) Shu, Ai-Hueyen_US
dc.date (日期) 1994en_US
dc.date.accessioned 29-Apr-2016 16:31:00 (UTC+8)-
dc.date.available 29-Apr-2016 16:31:00 (UTC+8)-
dc.date.issued (上傳時間) 29-Apr-2016 16:31:00 (UTC+8)-
dc.identifier (Other Identifiers) B2002003882en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/88702-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 資訊管理學系zh_TW
dc.description (描述) 81356013zh_TW
dc.description.abstract (摘要) 隨著國人持信用卡消費購物方式的蔚為風氣，致使發卡機構每日所需處理zh_TW
dc.description.tableofcontents 論文摘要‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ｉ
     目錄‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ｉｉｉ
     圖目錄‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ｖ
     表目錄‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧ｖｉ
     
     第一章　緒論‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧１
      第一節　研究背景及動機‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧１
      第二節　研究目的‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧３
      第三節　研究步驟‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧５
      第四節　本文結構‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧８
     
     第二章　文獻探討‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧１０
      第一節　信用卡基本概念‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧１０
      第二節　信用卡信用管理‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧１９ 第三節　信用風險評估模式‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧２６
      第四節　信用額度的制訂方式‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧３５
     
     第三章　研究設計‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧３７
      第一節　本研究架構‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧３７
      第二節　研究樣本‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧３９
      第三節　審核模式之建立‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧４２
      第四節　本研究衡量績效之指標‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧４８
      第五節　信用額度授權核定方式‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧４９
      第六節　本研究限制‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧５６
     
     第四章　研究方法‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧５９
      第一節　本研究範例學習演算法‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧５９
      第二節　本研究範例學習法處理策略分析‧‧‧‧‧‧‧‧‧‧‧‧‧６９
     
     第五章　結果分析及應用‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧７７
      第一節　基本資料分析‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧７７
      第二節　審核模式預測能力分析‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧８３
      第三節　審核模式線索區別力分析‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧８８
      第四節　審核犯力學習系統成本效益分析‧‧‧‧‧‧‧‧‧‧‧‧‧９０
     
     第六章　結論與建議‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧９５
     參考文獻‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧‧９９		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002003882en_US
dc.subject (關鍵詞) 範例學習法zh_TW
dc.subject (關鍵詞) 信用卡風險審核zh_TW
dc.subject (關鍵詞) 信用額度zh_TW
dc.subject (關鍵詞) 信用卡zh_TW
dc.subject (關鍵詞) Learning From Examplesen_US
dc.subject (關鍵詞) Credit Assessingen_US
dc.subject (關鍵詞) Credit lineen_US
dc.subject (關鍵詞) Credit Carden_US
dc.subject (關鍵詞) Logistic Regressionen_US
dc.title (題名) 信用卡信用風險審核範例學習系統之研究zh_TW
dc.title (題名) Assessing Credit Card Risks Using Learning From Examplesen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 三、中文書籍
     
     [1]　林友田［民７５］，新票據法實施後的因應策略，實業家出版社。
     [2]　金融人員研訓中心［民７８］，銀行消費性貸款實務。
     [3]　洪燦輝［民７３］，徵信典範，台北：中華徵信所。
     [4]　省屬行庫中小企業聯合輔導中心編撰［民８１］，企業徵信與呆帳預防，第三版。
     [5]　黃俊英［民８０］，多變量分析，中華經濟企業研究所出版，第四版。
     [6]　彭昭英［民８２］，ＳＡＳ與統計分析，台北：儒林書局，初版。
     [7]　葉國興［民６９］，授信管理理論與應用，台北：三民書局，初版。
     [8]　楊建民［民８０ａ］，專家系統與機器學習－財務專家系統知識庫建構與學習之研究，時英出版社。
     [9]　簡國隆［民６５］，如何減少信用交易損失，聯經出版公司。
     一、
     1. Anderson, T. W.[1958], An Introduction to Multivariate Statistical Analysis, John Wiley & Sons, Inc.
     2. Breiman, L. & Friedman, J.H. & Olshen, R. A. & Stone, C. J. [1984], Classification and Regression Trees, Belmont, California: Wadsworth International.
     3. Cole, R. H.[1972], Consumer and Commercial Credit Management Fourth Edition , Richard D. Irwin Inc., p449.
     4. Hunt, E. B. & Martin, J. & Stone, P.T.[1966] , Experiments in Induction New York: Academic Press.
     5. Irwin, R. D. [1965], Credit Management Handbook, Credit Research Fundation, p275.
     6. Joseph, F. & Hair, Jr. & Anderson, R. E. & Tatham, R.L. & Black, W.C. [1992],Multivariate Data Analysis with Readings, Macmillam Publishing Company.
     7. Quinlan, J.R. [1986], Machine Learning 1, pp.81-106.
     8. Shannon, C. E. & Weaver, W. [1975], The Mathematical Theory of Communication, Urbana University of Illinois Press, pp. 1-201.
     9. Shultz, W.J. [1947].Credit and Collection Management, New York: Prentice hall,1947.
     
     二、
     
     1. Braun, H. & Chandler, S. S.[1987],”Predicting Stock Market Behavior through Rule Induction: an Application of the Learning-from-Example Approach”, Decision Science 18, summer,pp.415-429.
     2. Breaux, C. [1992], “Credit Cards: Cutting Credit Risk”, Bank Management, Vol.68,Feb, pp.29-31.
     3. Brennan P. J. [1993],”Profitability Scoring Comes of Age”, Bank Management, Sep. pp.58-62.
     4. Carter, C. & Catlett, J. [1987] ,”Assessing Credit Card Applications Using Machine Learning”, IEEE, Fall, pp.71-79.
     5. Chesser, D.L.[1974], “Prediction Loan Noncompliance”,Journal of Commercial Bank Lending, Vol.56,No.8, pp.28-38.
     6. Cronan, T.P. & Glorfeld, L.W. [1991],”Production System Development for Expert Systems Using a Recursive Partitioning Induction Approach:An Application to Mortgage, Commercial and Consumer Lending”, Decision Science, Vol.22, pp.812-845.
     7. Duchessi, P. [1988], “A Knowledge-Engineered System for Commercial Loan Decision”, Financial Management, 17:3, pp.57-65.
     8. Frydman, H. & Altman, E.I. & Kao, D.L.[1985], “Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress”, The Journal of Finance, Vol.XL, No.1, March, pp.269-291.
     9. Gothe, P.[1990], “Credit Bureau Point Scoring Sheds Light on Shades of Gray”, The Credit World, June, pp.26-29.
     10. Greer, C. C.[ 1966], “A Benefit-Cost Model For Credit Decisions”, (Doctoral dissertation , Columbia University), Dissertation Abstracts International ,Vol.27A, No6.
     11. Ingram, J.F. and Frazier, E. L [1982], “Alternative Multivariate Testss in Limited Dependent Variable Models:An Empirical Assessment”, Journal of Financial and Quantitative Analysis, Vol.17, pp.227-240.
     12. Kattan, M. W. & Adams, D. A. & Parks, M. S. [1993],” A Comparison of Machine Learning with Human Judgment”, Journal of Management Information Vol.9, No.4, Spring, pp 37-57.
     13. Klayman, J. [ 1988], “Cue Discovery in Probabilistic Environments: Uncertainty and Experimentation’ , Learning Memory and Cognition, 14, 2, pp.317-330.
     14. Liang, T. P. [1992], “A Composite Approach to Inducing Knowledge for Expert Systems Design”, Management Science, Vol. 38, No.1, January , pp. 1-17.
     15. Lynch, D. & Dirlam, J.[1988]. “Creating a Modern Credit Approval Environment”, Credit World , Vol. 77, Sep/Oct, pp.24-28.
     16. Morrall, K [1991], “Profits by the Numbers”, Bankers Monthly, Vol.108, Nov, pp,25-29.
     17. Press, S.J.& Wilson, S.[1978], “Choosing Between Logistic Regression and Discriminant Analysis”, Journal of the American Statistical Association, Vol.73, pp.699-705.
     18. Quinlan, J. R.[1983], “Learning Efficient Classification Procedures and their Application to Chess End Games”, In R. S. Michalski et al. (eds.), Machine learning : An Artificial Intelligence Approach. Palo Alto, CA:Tioga.
     19. Radding, A. [1992], “Credit Scoring’s New Frontier”, Bank Management, Vol. 68, Sep, pp. 57-62.
     20. Rock, A. [1984] ,” Sure Ways to Score with Lenders”, Money, Sept, pp. 121-126.
     21. Rothstein, H. G.[1986], “The Effects of Time Pressure on Judgment in Multiple Cue Probability Learning”, Organizational Behavior and Human Decision Processes, 37, 1, February , pp.83-92.
     22. Saunders, J.[1985], “This is Credit Scoring”, Credit Management, Sep, pp.23-26.
     23. Scott, B. [1984], “Accounts Receivable Management: The Development of A General Trade-Credit-Limit Algorithm”,(D.B.A., The Florida State University),Dissertation Abstracts International , Vol.45-09-A, pp.2948.
     24. Shaw, M. J. & Gentry , J. A. [1988],”Using an Expert System with Inductive Learning To Evaluate Business Loans”, Financial Management, 17:3, pp.45-56.
     25. Slater, R. B. [1990], “Credit/Debit Cards: Know the Score”, Banker Monthly, Vol.107, Aug, pp. 45-63.
     26. Thompson, B. & Thompson, W. [1986], “Finding Rules in Data” Byte, November, pp.149-158.
     27. Tsay, J. J.[1973], “An Optimal Credit Line Model for Accounts Receivable”,(Doctoral Dissertation, University of Missouri-Columbia), Dissertation Abstracts, Vol. 34A, No.11.
     28. Updegrave, W. L.[1987] , “How Lenders Size You Up”, Money, April ,pp.145-155.
     29. Warner, A.E. & Ingram, F. A. [1982], “A Test for Discrimination in a Mortgage Market”, Journal of Bank Research, 12, pp. 116-124.
     30. West, C. R. [1985], “A Factor-Analytic Approach to Bank Condition”, Journal of Banking and Finance, Vol. 9, pp.253-266.		zh_TW