Оценивание кредитных рисков
Курсовой проект - Компьютеры, программирование
Другие курсовые по предмету Компьютеры, программирование
;=[W1 w1 ];=[W2 w2]=[];i=1:5;=abs(sqrt((W1(1)-U1(i,1))^2+(W1(2)-U1(i,1))^2+(W1(3)-U1(i,1))^2+...
(W1(4)-U1(i,1))^2+(W1(5)-U1(i,1))^2));=abs(sqrt((W2(1)-U2(i,1))^2+(W2(2)-U2(i,1))^2+(W2(3)-U2(i,1))^2+...
(W2(4)-U2(i,1))^2+(W2(5)-U2(i,1))^2));=[D d1 d2];=min(D);res{D(1), D(3), D(5), D(7), D(9)}
msgbox(ЗАЯВЛЕНИЕ НА КРЕДИТ ОДОБРЕНО,...
БАНК г. Санкт-Петербурга,help);{D(2), D(4), D(6), D(8), D(10)}(ЗАЯВЛЕНИЕ НА КРЕДИТ ОТКЛОНЕНО,...
БАНК г. Санкт-Петербурга,help);
Входными данным являются исследуемый объект - матрица Z, и две обучающие выборки A1 и A2.
В процессе вычисления рассчитываются правый, левый сингулярные вектора и сингулярное числа для матриц A1 и A2. Их значения представлены ниже:=
.1861 0.9099 0.0559 0.3648 -0.0351
.6365 -0.2600 0.6388 0.2489 0.2395
.6614 -0.1282 -0.5176 0.0109 -0.5274
.1142 0.2516 0.4270 -0.7852 -0.3533
.3315 0.1574 -0.3722 -0.4339 0.7338=
.0e+003 *1 through 6
.9048 0 0 0 0 0
0.0607 0 0 0 0
0 0.0146 0 0 0
0 0 0.0072 0 0
0 0 0 0.0042 07 through 12
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 013 through 18
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 019 through 20
0
0
0
0
0=1 through 6
.0003 0.0112 -0.0134 0.0264 0.0988 -0.9892
.0005 0.0561 0.0711 0.1037 0.0461 0.0759
.0050 0.2092 0.9264 0.0878 -0.1256 -0.0361
.0011 0.0616 -0.0824 -0.1808 0.1101 -0.0441
.0006 0.0524 0.1539 -0.2516 0.4220 0.0848
.9999 -0.0118 -0.0025 0.0007 -0.0001 0.0003
.0006 0.0109 0.1325 -0.1222 0.0441 -0.0036
.0008 0.0313 -0.0437 -0.5859 0.0348 -0.0116
.0006 0.0707 0.0796 -0.2555 -0.3932 -0.0366
.0008 0.0369 0.0548 -0.3807 -0.2690 -0.0310
.0003 0.0153 0.0159 -0.0823 0.0138 -0.0015
.0010 0.0532 0.0467 -0.0061 0.5638 0.0400
.0008 0.0418 0.1330 -0.1068 0.4377 0.0260
.0107 0.9637 -0.2263 0.0933 -0.0187 0.0150
.0010 0.0460 0.0476 -0.2470 0.0415 -0.0046
.0004 0.0371 0.0234 -0.2007 0.0969 0.0016
.0005 0.0282 -0.0157 -0.0303 -0.1214 -0.0092
.0007 0.0246 -0.0475 -0.4171 -0.0568 -0.0140
.0004 0.0132 -0.0196 -0.0808 -0.1130 -0.0101
.0003 0.0153 0.0159 -0.0823 0.0138 -0.00157 through 12
.0019 0.0190 0.0380 0.0348 0.0014 -0.0469
.0203 0.0590 -0.0120 0.0363 -0.0006 -0.0593
.1206 0.0561 -0.1668 -0.1091 -0.0135 0.0651
.1106 -0.5444 -0.3657 -0.4414 -0.0771 0.1381
.0891 -0.1891 0.2954 0.1463 -0.0376 -0.5455
.0000 -0.0000 0.0008 0.0002 -0.0000 -0.0005
.9772 -0.0584 -0.0333 -0.0442 -0.0100 -0.0051
.0545 0.7254 -0.1360 -0.1881 -0.0388 0.0122
.0208 -0.1472 0.7913 -0.1964 -0.0192 0.1812
.0345 -0.1981 -0.1953 0.7952 -0.0268 0.1351
.0094 -0.0386 -0.0194 -0.0266 0.9942 -0.0012
.0171 0.0297 0.1759 0.1354 -0.0009 0.7631
.0305 -0.0275 0.0987 0.0604 -0.0089 -0.1731
.0362 0.0408 -0.0063 0.0343 0.0006 -0.0446
.0282 -0.1159 -0.0581 -0.0797 -0.0175 -0.0036
.0233 -0.0900 -0.0246 -0.0471 -0.0140 -0.0305
.0014 -0.0216 -0.0475 -0.0401 -0.0022 0.0509
.0356 -0.2000 -0.1219 -0.1529 -0.0275 0.0421
.0036 -0.0448 -0.0565 -0.0546 -0.0054 0.0503
.0094 -0.0386 -0.0194 -0.0266 -0.0058 -0.001213 through 18
.0312 -0.0633 0.0043 -0.0012 0.0087 0.0194
.0212 -0.9807 -0.0018 -0.0040 -0.0215 0.0401
.0429 0.0775 -0.0404 -0.0045 -0.0136 0.0385
.0069 -0.0894 -0.2313 -0.1697 -0.0667 -0.4098
.4612 0.0418 -0.1129 -0.1505 0.1085 -0.0552
.0001 -0.0002 -0.0001 0.0002 -0.0001 -0.0001
.0218 0.0139 -0.0300 -0.0232 -0.0023 -0.0403
.0368 -0.0324 -0.1165 -0.0927 -0.0204 -0.1985
.1121 -0.0822 -0.0575 -0.0252 -0.0517 -0.1322
.0677 -0.0450 -0.0803 -0.0491 -0.0432 -0.1615
.0085 -0.0107 -0.0175 -0.0140 -0.0025 -0.0275
.1820 -0.0013 -0.0028 -0.0277 0.0530 0.0558
.8526 0.0138 -0.0266 -0.0389 0.0360 0.0061
.0007 0.0576 0.0019 -0.0025 -0.0235 0.0244
.0256 -0.0322 0.9474 -0.0420 -0.0076 -0.0825
.0408 -0.0236 -0.0419 0.9633 0.0002 -0.0601
.0373 -0.0378 -0.0066 0.0002 0.9862 -0.0233
.0001 -0.0338 -0.0826 -0.0622 -0.0224 0.8504
.0327 -0.0236 -0.0161 -0.0076 -0.0145 -0.0396
.0085 -0.0107 -0.0175 -0.0140 -0.0025 -0.027519 through 20
.0109 0.0014
.0008 -0.0006
.0050 -0.0135
.1088 -0.0771
.0874 -0.0376
.0002 -0.0000
.0071 -0.0100
.0426 -0.0388
.0606 -0.0192
.0576 -0.0268
.0055 -0.0058
.0536 -0.0009
.0323 -0.0089
.0040 0.0006
.0166 -0.0175
.0071 -0.0140
.0145 -0.0022
.0381 -0.0275
.9826 -0.0054
.0055 0.9942=
.4214 0.0414 -0.8371 -0.1811 0.2954
.4093 -0.1316 -0.1552 0.6501 -0.6070
.4226 -0.4248 0.1987 -0.6698 -0.3911
.6406 0.6022 0.4239 0.0217 0.2163
.2567 -0.6617 0.2368 0.3091 0.5871=
.0e+003 *1 through 9
.3045 0 0 0 0 0 0 0 0
0.0278 0 0 0 0 0 0 0
0 0.0128 0 0 0 0 0 0
0 0 0.0030 0 0 0 0 0
0 0 0 0.0017 0 0 0 010 through 18
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 019 through 20
0
0
0
0
0=1 through 9
.0003 -0.0222 0.0550 0.1027 -0.1169 -0.9742 0.0023 0.0014 -0.0595
.0004 -0.0207 -0.0104 0.0429 0.0605 0.0530 -0.0046 0.0548 0.2109
.0046 -0.1496 -0.9222 -0.1621 -0.0205 -0.0693 -0.0035 0.0291 -0.0791
.0016 -0.0828 -0.0415 0.1717 0.2418 0.0702 -0.0513 -0.2444 -0.6402
0 0 0 0 -0.1132 -0.0618 -0.2023 0.1667
.9999 0.0168 0.0021 -0.0003 -0.0004 0.0001 0.0000 -0.0010 0.0005
.0004 -0.0207 -0.0104 0.0429 0.0605 -0.0050 0.9947 -0.0200 -0.0088
.0012 -0.0013 -0.0321 0.2551 0.1935 -0.0097 -0.0202 0.9116 -0.0787
.0009 -0.0543 -0.2244 0.6096 -0.1483 0.0674 -0.0187 -0.1351 0.5623
.0013 -0.0606 -0.0965 0.0690 0.3587 -0.0455 -0.0241 -0.0834 0.0210
.0006 -0.0177 -0.1412 -0.0767 0.4151 -0.0657 -0.0214 -0.0668 0.0857
.0014 -0.0705 0.0737 0.5125 0.1220 0.0231 -0.0258 -0.1186 -0.1716
.0006 -0.0240 -0.0879 0.1978 -0.1266 0.0330 -0.0022 -0.0335 -0.1722
.0160 -0.9731 0.1576 -0.0702 -0.1020 0.0318 -0.0083 0.0454 0.0266
.0009 -0.0556 0.1239 -0.1810 0.5555 -0.0912 -0.0223 -0.0329 0.3006
.0007 -0.0276 0.0291 0.3669 0.1784 0.0029 -0.0232 -0.1020 -0.1069
.0008 -0.0176 -0.0393 -0.0162 -0.2315 0.0316 0.0121 0.0345 -0.0789
.0009 -0.0399 -0.0862 0.0260 0.2982 -0.0404 -0.0187 -0.0634 0.0297
.0005 -0.0598 0.0236 -0.0762 0.1781 -0.0293 -0.0075 -0.0090 0.0948
.0004 -0.0207 -0.0104 0.0429 0.0605 -0.0050 -0.0053 -0.0200 -0.008810 through 18
.0343 0.0572 -0.0356 -0.0280 -0.0794 0.0675 -0.0128 -0.0246 0.0320
.0268 0.0765 -0.0485 0.0759 -0.9437 -0.1746 0.0012 0.0169 0.0314
.0840 -0.1504 0.1728 -0.0411 -0.0566 0.0646 0.1065 -0.0443 -0.0805
.1419 -0.0270 -0.4340 -0.2130 -0.1672 0.1692 -0.3191 0.0013 -0.0905
.3597 -0.4105 -0.1447 0.1371 0.1127 -0.5831 -0.1955 0.2446 -0.2979
.0001 0.0002 -0.0002 0.0000 0.0001 -0.0000 -0.0001 -0.0005 0.0001
.0261 -0.0255 -0.0227 0.0022 0.0029 -0.0311 -0.0221 0.0153 -0.0208
.0887 -0.0764 -0.1162 -0.0085 0.0720 -0.0841 -0.1039 0.0533 -0.0685
.0060 0.0814 -0.2808 -0.1560 0.1043 0.2185 -0.1934 -0.0303 0.0127
.8599 -0.1598 -0.0575 0.0353 0.0814 -0.1910 -0.0773 0.0850 -0.1160
.1496 0.8081 -0.0016 0.0597 0.1484 -0.2266 -0.0439 0.0934 -0.1281
.0801 -0.0310 0.7880 -0.0417 -0.0522 -0.0459 -0.1630 0.0467 -0.0543
.0247 0.0605 -0.0910 0.9326 0.0229 0.1237 -0.0552 -0.0299 0.0269
.0007 0.0399 -0.0219 -0.0023 0.0353 -0.0367 0.0187 -0.0335 0.0075
.1800 -0.2487 0.0685 0.1457 -0.0313 0.5973 -0.0002 0.1364 -0.1577
.0896 -0.0631 -0.1561 -0.0173 0.0147 -0.0816 0.8704 0.0551 -0.0664
.0802 0.1001 0.0079 -0.0461 -0.0357 0.1526 0.0277 0.9406 0.0681
.1140 -0.1343 -0.0348 0.0331 0.0785 -0.1599 -0.0551 0.0697 0.9048
.0594 -0.0814 0.0241 0.0456 -0.0373 -0.1285 0.0021 0.0419 -0.0519
.0261 -0.0255 -0.0227 0.0022 0.0029 -0.0311 -0.0221 0.0153 -0.020819 through 20
0.0213 0.0023
.0813 -0.0046
.0064 -0.0035
.0490 -0.0513
.1836 -0.0618
.0005 0.0000
.0098 -0.0053
.0223 -0.0202
.0801 -0.0187
.0602 -0.0241
.0715 -0.0214
.0103 -0.0258
.0427 -0.0022
.0505 -0.0083
.1343 -0.0223
.0216 -0.0232
.0481 0.0121
.0504 -0.0187
.9556 -0.0075
.0098 0.9947
На основе сингулярного разложения матриц A1 и A2 нашли энергии связи W1 и W2 между исследуемым объектом и строками эталонных матриц. Найденные энергии связи приведены ниже.
Энергии связей исследуемого объекта и составляющих обучающей выборки хороших кредитов:
W1 = -0.3786 0.1814 0.4101 -0.1562 -0.8976
Энергии связей исследуемого объекта и составляющи