DocumentCode
1843355
Title
Fuzzy neural network model for assessing credit risk in commercial banks
Author
Yang, Yonglin ; Liu, Yanping ; Tang, Fangcheng ; Liu, Yang
Author_Institution
Sch. of Econ. & Manage., Beijing Jiaotong Univ., Beijing, China
Volume
1
fYear
2011
fDate
13-15 May 2011
Firstpage
678
Lastpage
681
Abstract
An adaptive fuzzy neural network has been developed to extract fuzzy rules directly from data sample for credit risks assessment. As an application example, a model has been constructed to assess the credit risks in commercial banks by using adaptive neuro-fuzzy inference method. Numerical example indicates fuzzy neural network could fit to assess the credit risk in commercial banks. Furthermore, the results also indicate that the prediction based on fuzzy neural network model is accurate.
Keywords
bank data processing; fuzzy neural nets; fuzzy reasoning; risk management; adaptive fuzzy neural network; adaptive neuro fuzzy inference method; commercial banks; credit risks assessment; fuzzy rules extraction; Adaptation model; Artificial neural networks; Fuzzy neural networks; Mathematical model; Numerical models; Risk management; Training; Credit risk; Fuzzy neural network; Least-squares estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Management and Electronic Information (BMEI), 2011 International Conference on
Conference_Location
Guangzhou
Print_ISBN
978-1-61284-108-3
Type
conf
DOI
10.1109/ICBMEI.2011.5917027
Filename
5917027
Link To Document