Journal of Antivirals & Antiretrovirals
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School of Information and Mathematics, Yangtze University, Jingzhou, Hubei, China

Biography

Author is currently working in School of Information and Mathematics, Yangtze University, Jingzhou, Hubei, China. His area of research interests are Device Drivers. He has authored of many research articles/books in the relevent area.
 

Publications

• Research Article   
  Logistic Model of Credit Risk Based on MCMC Method
  Author(s): Bin Zhao* and Jinming Cao
  
  In this paper, the Markov Chain Monte Carlo (MCMC) method is used to estimate the parameters of Logistic distribution, and this method is used to classify the credit risk levels of bank customers. OpenBUGS is bayesian analysis software based on MCMC method. This paper uses OpenBUGS software to give the bayesian estimation of the parameters of binomial logistic regression model and its corresponding confidence interval. The data used in this paper includes the values of 20 variables that may be related to the overdue credit of 1000 customers. First, the "Boruta" method is adopted to screen the quantitative indicators that have a significant impact on the overdue risk, and then the optimal segmentation method is used for subsection processing. Next, we filter three most useful qualitative variables. According to the WOE and IV value, and treated as one hot.. View More»
  DOI: 10.35248/1948-5964.21.s18.001

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