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Credit Rating Modelling by Neural Networks

Autor Peter Hajek
en Limba Engleză Paperback – 18 aug 2010
This book presents the modelling possibilities of neural networks on a complex real-world problem, i.e. credit rating process modelling. Current approaches in credit rating modelling are introduced, as well as the incorporation of previous findings on corporate and municipal credit rating modelling. Based on this analysis, the model is designed to classify US companies and municipalities into credit rating classes. The model includes data pre-processing, the selection process of input variables, and the design of various neural networks' structures for classification.
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Specificații

ISBN-13: 9781616686796
ISBN-10: 1616686790
Pagini: 76
Ilustrații: tables & charts
Dimensiuni: 153 x 229 x 7 mm
Greutate: 0.18 kg
Editura: Nova Science Publishers Inc
Locul publicării:United States

Cuprins

Introduction; Credit Rating Modelling; Neural Networks for Classification; Data Sets; Experimental Results; Conclusion; Index.