Title :
Credit Risk Evaluation Based on Artificial Intelligence Technology
Author :
Ma, Haiying ; Guo, Yu
Author_Institution :
Dept. of Manage. Sci. & Eng., East China Univ. of Sci. & Technol., Shanghai, China
Abstract :
Credit risk is one the most important and oldest risk forms in financial market. It has many problems in credit risk analysis and management system of our commercial bank compared with developed country. Therefore, based on the AI, the text illustrates credit risk evaluation method and gets result by combining risk quantitative analysis by ART2 (adaptive resonance theory) model, and qualitative analysis through expert system. At last, the text shows result of demonstration analysis.
Keywords :
artificial intelligence; banking; expert systems; financial management; neural nets; risk analysis; ART2; adaptive resonance theory model; artificial intelligence technology; commercial bank; credit risk evaluation; expert system; financial market; neural network; qualitative analysis; risk quantitative analysis; Analytical models; Expert systems; Indexes; Risk analysis; Subspace constraints; AI; credit risk; expert system; neural network;
Conference_Titel :
Artificial Intelligence and Computational Intelligence (AICI), 2010 International Conference on
Conference_Location :
Sanya
Print_ISBN :
978-1-4244-8432-4
DOI :
10.1109/AICI.2010.48
