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基于逻辑回归的金融风险控制建模

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LR

基于逻辑回归的金融风险控制建模

使用GiveMeSomeCredit数据集

使用WOE转换

模型AUC=0.85

运行顺序:

1.PreProcessing.py

2.BaselineModel.py

3.WOE.py

4.LR_WOE.py

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