Title :
Neural network credit-risk evaluation model based on back-propagation algorithm
Author :
Li, Rong-zhou ; Pang, Su-Lin ; Xu, Jian-min
Author_Institution :
Coll. of Traffic & Commun., South China Univ. of Technol., Guangzhou, China
Abstract :
The research establishes a neural network credit-risk evaluation model by using back-propagation algorithm. The model is evaluated by the credits for 120 applicants. The 120 data are separated in three groups: a "good credit" group, a "middle credit" group and a "bad credit" group. The simulation shows that the neural network credit-risk evaluation model has higher classification accuracy compared with the traditional parameter statistical approach, that is linear discriminant analysis. We still give a learning algorithm and a corresponding algorithm of the model.
Keywords :
backpropagation; banking; neural nets; back-propagation algorithm; backpropagation algorithm; classification accuracy; neural network credit-risk evaluation model; Analytical models; Artificial neural networks; Fuzzy neural networks; Linear discriminant analysis; Mathematics; Neural networks; Neurons; Predictive models; Telecommunication traffic; Testing;
Conference_Titel :
Machine Learning and Cybernetics, 2002. Proceedings. 2002 International Conference on
Print_ISBN :
0-7803-7508-4
DOI :
10.1109/ICMLC.2002.1175325