应用模糊神经网络预测银行破产风险

2016 XIth International Scientific and Technical Conference Computer Sciences and Information Technologies (CSIT) Pub Date : 2016-09-01 DOI:10.1109/STC-CSIT.2016.7589905

Y. Zaychenko

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引用次数: 3

摘要

本文研究了不确定条件下的银行破产风险预测问题。为了解决这一问题，建议应用模糊神经网络ANFIS、TSK和模糊GMDH。对所提出的模糊模型在欧洲银行破产风险预测中的应用进行了实验研究，并与经典方法进行了比较。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Banks bankruptcy risk forecasting with application of FNN

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.

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来源期刊

2016 XIth International Scientific and Technical Conference Computer Sciences and Information Technologies (CSIT)

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