Credit rating modelling by neural networks / Peter Hajek.

Format:

Book

Author/Creator:

Hajek, Peter, author.

Series:

Financial institutions and services.

Financial Institutions and Services

Language:

English

Subjects (All):

Credit ratings--Mathematical models.

Credit ratings.

Credit analysis--Mathematical models.

Credit analysis.

Neural networks (Computer science).

Physical Description:

1 online resource (90 p.)

Place of Publication:

New York : Nova Science Publishers, Inc., 2010.

Summary:

Presents the modelling possibilities of neural networks on a complex real-world problem, that is credit rating process modelling.

Contents:

CREDIT RATING MODELLING BY NEURAL NETWORKS; CREDIT RATING MODELLING BY NEURAL NETWORKS; Library of Congress Cataloging-in-Publication Data; CONTENTS; PREFACE; Chapter 1: INTRODUCTION; Chapter 2: CREDIT RATING MODELLING; 2.1. CREDIT RATING PROCESS; 2.2. CREDIT RATING AND DEFAULT PREDICTION; 2.3. CORPORATE CREDIT RATING MODELLING; Statistical Methods; Artificial Intelligence Methods; 2.4. MUNICIPAL CREDIT RATING MODELLING; Chapter 3: NEURAL NETWORKS FOR CLASSIFICATION; 3.1. CLASSIFICATION PROBLEM; 3.2. FEED-FORWARD NEURAL NETWORKS; 3.3. RADIAL BASIS FUNCTION NEURAL NETWORKS

3.4. PROBABILISTIC NEURAL NETWORKS3.5. CASCADE CORRELATION NEURAL NETWORKS; 3.6. GMDH POLYNOMIAL NEURAL NETWORKS; 3.7. SUPPORT VECTOR MACHINES; Chapter 4: DATA SETS; 4.1. CORPORATE CREDIT RATING DATA; 4.2. MUNICIPAL CREDIT RATING DATA; Chapter 5: EXPERIMENTAL RESULTS; Chapter 6: CONCLUSION; ACKNOWLEDGMENTS; REFERENCES; INDEX

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on print version record.

ISBN:

1-61728-100-X