VALIDATION PROCESS FOR SCORING AND RATING MODELS USING NEURAL NETWORKS
Anatoliy Antonov, Ventsislav Nikolov
Pagini: 95-104
Publicat: 12 Sep 2018
Vizualizări: 2,499
Descărcări: 282
Rezumat: This research paper investigates the validation and calibration of models for determination of credit scoring and rating with statistical methods. This is done through a comparison of the results of the model to an alternative model, based on a neural network, and a calculation of different statistical parameters. A prototype of a software system for analysis and evaluations is represented that calculates distance, standard deviation, correlation, cumulative accuracy profile (CAP), as well as accumulation and analysis of historical statistics for default losses.
Cuvinte cheie: credit rating, scoring, validation, analysis, calibration, neural networks
Citează acest articol: Anatoliy Antonov, Ventsislav Nikolov. VALIDATION PROCESS FOR SCORING AND RATING MODELS USING NEURAL NETWORKS. Journal of International Scientific Publications: Economy & Business 12, 95-104 (2018). https://www.scientific-publications.net/en/article/1001722/
Înapoi la cuprinsul volumului
© 2025 The Author(s). This is an open access article distributed under the terms of the
Creative Commons Attribution License https://creativecommons.org/licenses/by/4.0/, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. This permission does not cover any third party copyrighted material which may appear in the work requested.
Disclaimer: The Publisher and/or the editor(s) are not responsible for the statements, opinions, and data contained in any published works. These are solely the views of the individual author(s) and contributor(s). The Publisher and/or the editor(s) disclaim any liability for injury to individuals or property arising from the ideas, methods, instructions, or products mentioned in the content.
