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
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;
Conference_Titel :
Risk Management & Engineering Management, 2008. ICRMEM '08. International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-0-7695-3402-2
DOI :
10.1109/ICRMEM.2008.33
