{"title":"基于反向传播算法的神经网络信用风险评估模型","authors":"Rongzhou Li, Sulin Pang, Jian-min Xu","doi":"10.1109/ICMLC.2002.1175325","DOIUrl":null,"url":null,"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.","PeriodicalId":90702,"journal":{"name":"Proceedings. International Conference on Machine Learning and Cybernetics","volume":"39 1","pages":"1702-1706 vol.4"},"PeriodicalIF":0.0000,"publicationDate":"2002-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"23","resultStr":"{\"title\":\"Neural network credit-risk evaluation model based on back-propagation algorithm\",\"authors\":\"Rongzhou Li, Sulin Pang, Jian-min Xu\",\"doi\":\"10.1109/ICMLC.2002.1175325\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":90702,\"journal\":{\"name\":\"Proceedings. International Conference on Machine Learning and Cybernetics\",\"volume\":\"39 1\",\"pages\":\"1702-1706 vol.4\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2002-11-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"23\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings. International Conference on Machine Learning and Cybernetics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICMLC.2002.1175325\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings. International Conference on Machine Learning and Cybernetics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICMLC.2002.1175325","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Neural network credit-risk evaluation model based on back-propagation algorithm
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.