{"title":"Banks bankruptcy risk forecasting with application of FNN","authors":"Y. Zaychenko","doi":"10.1109/STC-CSIT.2016.7589905","DOIUrl":null,"url":null,"abstract":"In this paper the problem of banks bankruptcy risk forecasting under uncertainty is considered. For its solution the application of fuzzy neural networks ANFIS and TSK and fuzzy GMDH is suggested. The experimental investigations of the suggested fuzzy models application for bankruptcy risk forecasting of European banks are carried out and comparison with classical methods is performed.","PeriodicalId":433594,"journal":{"name":"2016 XIth International Scientific and Technical Conference Computer Sciences and Information Technologies (CSIT)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2016 XIth International Scientific and Technical Conference Computer Sciences and Information Technologies (CSIT)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/STC-CSIT.2016.7589905","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
In this paper the problem of banks bankruptcy risk forecasting under uncertainty is considered. For its solution the application of fuzzy neural networks ANFIS and TSK and fuzzy GMDH is suggested. The experimental investigations of the suggested fuzzy models application for bankruptcy risk forecasting of European banks are carried out and comparison with classical methods is performed.