1、整理好了建模申请变量数据集,手工的计算了大部分单变量的iv
2、iv的预测力我昨天参考到两个地方,《消费信贷-评分建模与应用》是iv < 0.03:无预测能力,0.03 <= iv < 0.1:低,0.1 <= iv < 0.3:中,0.3 <= iv < 0.5:高,iv >= 0.5 极高;
微信公众号《KPMG大数据挖掘》是iv < 0.02:无预测能力,0.02 <= iv < 0.1:低,0.1 <= iv < 0.3:一般,0.3 <= iv:强,实际应用时,可以保留IV值大于0.1的指标!
《信用风险评分卡研究-基于SAS的开发与实施》是iv < 0.02:无预测能力,0.02 <= iv < 0.1:低,0.1 <= iv < 0.3:一般,0.3 <= iv:强,