Credit rating modelling by neural networks

書誌事項

Credit rating modelling by neural networks

Peter Hajek

(Financial institutions and services)

Nova Science Publishers, c2010

  • : softcover

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注記

Includes bibliographical references (p. [63]-69) and index

内容説明・目次

内容説明

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.

目次

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

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