Method and device for automatically mining risk characteristics based on financial behavior data

The invention discloses a method and a device for automatically mining risk characteristics based on financial behavior data, and belongs to the technical field of bank intelligent risk control. The method comprises the steps of setting dimension types of financial data and corresponding values and division sequences of the dimension types; dividing the financial data set of each customer collected and marked by the bank according to the division sequence and the corresponding value of the dimension type to obtain a plurality of dimension subsets; according to the marked data type in each dimension subset, calculating the value of a corresponding statistical index; taking values of all statistical indexes obtained by calculation as risk characteristic values; the statistical index is set according to the data type. According to the method, batch calculation and generation of the features are automatically realized, and the generated features are rich in dimension, can be expanded, do not need to depend on art