Credit Rating Modelling by Neural Networks (Financial Institutions & Services Series) (Financial Institutions and Services) - Softcover

Peter Hajek

Softcover

ISBN 10: 1616686790 ISBN 13: 9781616686796

Publisher: Nova Science Publishers, Inc (US), 2010

Synopsis

This book presents the modelling possibilities of neural networks on a complex real-world problem, i.e. credit rating process modelling. Current approaches in credit rating modelling are introduced, as well as the incorporation of previous findings on corporate and municipal credit rating modelling. Based on this analysis, the model is designed to classify US companies and municipalities into credit rating classes. The model includes data pre-processing, the selection process of input variables, and the design of various neural networks' structures for classification.

About this title

Product Description

Presents the modelling possibilities of neural networks on a complex real-world problem, that is credit rating process modelling.

Edition details

• Publisher: Nova Science Publishers, Inc (US)
• Publication date: 2010
• Language: English
• ISBN 10: 1616686790
• ISBN 13: 9781616686796
• Binding: Paperback
• Number of pages: 76