DocumentCode
3365534
Title
Research on Credit Risk Assessment Model of Commercial Banks Based on Fuzzy Probabilistic Neural Network
Author
Huang, Yuansheng ; Tian, Chengfang
Author_Institution
Dept. of Economic Manage., North China Electr. Power Univ., Baoding
fYear
2008
fDate
4-6 Nov. 2008
Firstpage
482
Lastpage
486
Abstract
The paper proposes credit risk assessment model of commercial banks based on fuzzy probabilistic neural network model (FPNN) which combines the relative membership degree in fuzzy mathematics with Probabilistic Neural Network (PNN). The model makes up for a deficiency of ANN and BP arithmetic. Finally, an example is used to prove the calculation of this method is succinct rapid, and the evaluative result is objective.
Keywords
banking; fuzzy neural nets; fuzzy systems; probability; risk management; ANN arithmetic; BP arithmetic; commercial banks; credit risk assessment; fuzzy mathematics; fuzzy probabilistic neural network; Artificial neural networks; Equations; Fuzzy neural networks; Mathematical model; Mathematics; Monitoring; Neural networks; Power generation economics; Research and development management; Risk management; credit risk; fuzzy mathematics; probabilistic neural network; relative membership degree;
fLanguage
English
Publisher
ieee
Conference_Titel
Risk Management & Engineering Management, 2008. ICRMEM '08. International Conference on
Conference_Location
Beijing
Print_ISBN
978-0-7695-3402-2
Type
conf
DOI
10.1109/ICRMEM.2008.33
Filename
4673277
Link To Document