Credit Rating Modelling by Neural Networks
Author | : Petr Hájek |
Publisher | : |
Total Pages | : 0 |
Release | : 2010 |
ISBN-10 | : 1616686790 |
ISBN-13 | : 9781616686796 |
Rating | : 4/5 (90 Downloads) |
Download or read book Credit Rating Modelling by Neural Networks written by Petr Hájek and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.