Title :
Fuzzy neural network model for assessing credit risk in commercial banks
Author :
Yang, Yonglin ; Liu, Yanping ; Tang, Fangcheng ; Liu, Yang
Author_Institution :
Sch. of Econ. & Manage., Beijing Jiaotong Univ., Beijing, China
Abstract :
An adaptive fuzzy neural network has been developed to extract fuzzy rules directly from data sample for credit risks assessment. As an application example, a model has been constructed to assess the credit risks in commercial banks by using adaptive neuro-fuzzy inference method. Numerical example indicates fuzzy neural network could fit to assess the credit risk in commercial banks. Furthermore, the results also indicate that the prediction based on fuzzy neural network model is accurate.
Keywords :
bank data processing; fuzzy neural nets; fuzzy reasoning; risk management; adaptive fuzzy neural network; adaptive neuro fuzzy inference method; commercial banks; credit risks assessment; fuzzy rules extraction; Adaptation model; Artificial neural networks; Fuzzy neural networks; Mathematical model; Numerical models; Risk management; Training; Credit risk; Fuzzy neural network; Least-squares estimation;
Conference_Titel :
Business Management and Electronic Information (BMEI), 2011 International Conference on
Conference_Location :
Guangzhou
Print_ISBN :
978-1-61284-108-3
DOI :
10.1109/ICBMEI.2011.5917027
