Title :
Credit scoring model based on radial basis function network
Author_Institution :
Dept. of Math., Jinan Univ., Guangzhou, China
Abstract :
The paper establishes a credit evaluation model of listed companies based on radial basis function network. The model is applied to classify 96 listed companies of China respectively. The 96 data are separated into three groups according to their finance and management: a "good" group, a "middle" group and a "bad" group. For each listed company, we mainly consider four finance indexes which are earning per share, net assets per share, return on equity and cash flow per share. The simulations show that, to the model based on radial basis function network, the classification accuracy rate is 98.96%, which is higher than that of West\´s model (87.24%).
Keywords :
financial management; pattern classification; radial basis function networks; cash flow per share; credit evaluation model; credit scoring model; earning per share; finance; finance indexes; management; net assets per share; radial basis function network; return on equity; Banking; Computational modeling; Finance; Financial management; Mathematical model; Mathematics; Neural networks; Pattern classification; Radial basis function networks; Risk analysis;
Conference_Titel :
VLSI Design and Video Technology, 2005. Proceedings of 2005 IEEE International Workshop on
Print_ISBN :
0-7803-9005-9
DOI :
10.1109/IWVDVT.2005.1504632
