Title :
Study on Chinese Banks of Credit Risk Evaluation Models of Real-Estate Based on the BP-Neural Network Model
Author :
Wei, Guo ; Meiyan, Cao ; Jianfeng, Zheng
Author_Institution :
Sch. of Manage., Huazhong Univ. of Sci. & Technol., Wuhan, China
fDate :
March 31 2009-April 2 2009
Abstract :
The assessment of credit risk of real-estate of Chinese banks has become a hot point nowadays. The daily ripening neural network technique has opened up a new idea for experts in fields of bank credit and credit evaluation. In this paper, BP-neural network technique is used in the evaluation of credit risk of real-estate in Chinese banks, and then tested with samples of listed real estate agencies. Results show that BP-neural network technique has superiority over other traditional models in quantizing and classifying gross risk of real estate agencies.
Keywords :
backpropagation; credit transactions; neural nets; real estate data processing; BP-neural network model; Chinese banks; backpropagation neural networks; credit risk evaluation models; real-estate credit risk; Computer network management; Computer science; Mathematical model; Multi-layer neural network; Neural networks; Neurons; Risk management; Technology management; Testing; Transfer functions;
Conference_Titel :
Computer Science and Information Engineering, 2009 WRI World Congress on
Conference_Location :
Los Angeles, CA
Print_ISBN :
978-0-7695-3507-4
DOI :
10.1109/CSIE.2009.1080
