住房抵押貸款提前還款預測模型及對策研究.pdf

1、大連理工大學碩士學位論文住房抵押貸款提前還款預測模型及對策研究姓名：陳濤申請學位級別：碩士專業(yè)：管理科學與工程指導教師：秦學志20060601住房抵押貸款提前還款預測模型及對策研究ThePredictionModelandStrategyStudyofMortgagePrepaymentAbstra6tMortgageprepaymentbreaksthenormalcashflowplanningofthebankwhichcutso

2、fftheprofit，improvesthecost，andalsostopstheoperationoftheMBSThematureprepaymentpredictionmodelsofthedevelopedcountriesarefromempiricalanalysis，thereforeourcountryhardlycopythembecauseoftheshortageofdataandincompletelyfin

3、ancesystemThedevelopedcountriespursuittheaccurateprepaymentpredictioninsolvingtheprepaymentproblemofMBSHowever，becauseofthepoorbasiccondition，thispaperproposetoeliminatetheassetwhichwillpr印ayinthestatedperiodinthestartof

4、assetpoolpickinginorderteducetheuncertaintyofthecashflowofMBSAccordingtOconstructtheprepaymentpredietionmodelandaddtheadditivecontracttermstoconfirmtheprobabilityofprepaymentinstatedperiod，whichsuppliesthecriterionofsele

5、ctingtheassetpoolandprovidesthefoundationofreplyingtheprepaymentforthebankThispaperpicksupthepredictionmodelandvariabledependingontheadvancedliterature，firstlyweightonthevariablesbydiscriminantanalysisandprincipalcompone

6、ntsanalysis，andthenclusterthesampleswiththetwostageclusterIntheprocessofcluster，thispaperconcludesthattheclusterbasedondiscriminantanalysiswillmakethebetterstudyeffectwhenclusteringtothreegroupsAfterward，thispaperconstru

7、ctstheLogisticregressionmodelsandSVMmodelsforthethreegroups，andalsofindthemajorfactorsinimpactingtheprepaymentandthecriterionofdistinguishingthedifferentgroupsAtmeantime，thispapercomparestheLogisticregressionmodelandSVMm

8、odel，getstheconclusionthatthereisabetterpredictionaccuracyinSVM，buttheapplicationislimitedbecauseoftheworseexplainedcharacteristicThenthispaperreferstothetwopiecesofadditivetermsofthecontractanddesignsthepricingtheformul

9、afortheprepaymentcertificate，confirmswhethertoaccesstotheMBSassetpoolthroughcompetitivegameAtlast，thispaperdesignstheprepaymentpredictionsystemtosupportthedecisionofthecommercialbankbyVisualBasic60andAccess2000KeyWords：P