Research of credit risk measurement based on compatibility rough set and fuzzy set

Based on Compatibility rough set theory and methods, this paper establishes credit risk measurement knowledge representation system model. According to rough set theory this paper proposes the concept of accurate classification, approximate classification and quality measure formulas of precision classification to analyze and measure the classification quality of knowledge. In addition, this paper establishes the concept and formulas of attribute importance of credit risk measurement knowledge, presents a new method about credit risk measurement factor weight, and explores an effective knowledge reduction approaches to streamline credit risk measurement system. Finally, propose the improved K sub-fuzzy membership function of parabolic distribution for credit risk measurement and compatible fuzzy comprehensive judgment process of the credit risk based on rough set theory.