Title :
Credit scoring model based on neural network
Author :
Pang, Su Lin ; Wang, Yan Ming ; Bai, Yuan Huai
Author_Institution :
Sch. of Math., Zhongshan Univ., Guangzhou, China
Abstract :
The research develops a neural network credit-scoring model by using the principle of multilayer perceptron. 106 selected listed companies are divided into two groups: "good" ones and "bad" ones. All the data come from China. The simulation results show that the neural network credit-scoring model has a high rate of classification accuracy and strong suitability. We construct the structure of the neural network credit scoring and present its learning algorithm.
Keywords :
credit transactions; financial data processing; learning (artificial intelligence); multilayer perceptrons; pattern classification; classification accuracy; credit risk analysis; credit-scoring model; learning algorithm; multilayer perceptron; neural network; Credit cards; Educational institutions; Electronic mail; Mathematical model; Mathematics; Multi-layer neural network; Multilayer perceptrons; Neural networks; Pattern matching; Predictive models;
Conference_Titel :
Machine Learning and Cybernetics, 2002. Proceedings. 2002 International Conference on
Print_ISBN :
0-7803-7508-4
DOI :
10.1109/ICMLC.2002.1175335
