ANALYSIS OF SCORING AND RATING MODELS USING NEURAL NETWORKS
Anatoliy Antonov, Ventsislav Nikolov
Pagini: 105-118
Publicat: 12 Sep 2018
Vizualizări: 2,861
Descărcări: 373
Citations: 1 (Google Scholar)
Rezumat: This research paper investigates an approach for analysis of an established system to determine credit rating and scoring, according to regulatory requirements. For this purpose, a model of a neural network is used, on which the realized logic is transferred. According to the properties of the model, sensitivities, significance, independency and other parameters of the input factors are determined.
Cuvinte cheie: credit rating, scoring, regulatory requirements, analysis of the factors
Citează acest articol: Anatoliy Antonov, Ventsislav Nikolov. ANALYSIS OF SCORING AND RATING MODELS USING NEURAL NETWORKS. Journal of International Scientific Publications: Economy & Business 12, 105-118 (2018). https://www.scientific-publications.net/en/article/1001723/
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