Title :
Classification Algorithms Based On Neural Network and Its Application In the Credit Market
Author :
Qian, YE ; Benquan, Liu
Author_Institution :
China Three Gorges Univ., Yichang
Abstract :
The different types of classification algorithms for credit scoring systems are used to evaluate credit risk. Neural network-based systems that allow the system, through an analysis of historical data, to determine the relationship between account characteristics and the probability of default. The backpropagation algorithm -the multilayer feedforward network structure is described based on data with nine financial ratios from 81 firms listed in china. A simulation on network is made. Neural network model for classification algorithms are established. By varying network parameters we demonstrate that Levenberg Marque training error is smallest among 4 learning algorithms and its performance is better. Increasing the number of hidden layer can result in minor improvement.
Keywords :
backpropagation; credit transactions; feedforward neural nets; marketing data processing; LevenbergMarque training error; backpropagation algorithm; classification algorithms; credit market; credit scoring systems; multilayer feedforward network structure; neural network; Artificial neural networks; Backpropagation algorithms; Classification algorithms; Classification tree analysis; Feedforward neural networks; Multi-layer neural network; Multilayer perceptrons; Neural networks; Predictive models; Probability; Neural Network; classification algorithms; financial ratio; the multilayer network;
Conference_Titel :
Service Systems and Service Management, 2007 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
1-4244-0885-7
Electronic_ISBN :
1-4244-0885-7
DOI :
10.1109/ICSSSM.2007.4280306
