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Fuzzy neural network model for assessing credit risk in commercial banks

  • Yonglin Yang*
  • , Yanping Liu
  • , Fangcheng Tang
  • , Yang Liu
  • *Corresponding author for this work
  • Beijing Jiaotong University
  • Tsinghua University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

An adaptive fuzzy neural network has been developed to extract fuzzy rules directly from data sample for credit risks assessment. As an application example, a model has been constructed to assess the credit risks in commercial banks by using adaptive neuro-fuzzy inference method. Numerical example indicates fuzzy neural network could fit to assess the credit risk in commercial banks. Furthermore, the results also indicate that the prediction based on fuzzy neural network model is accurate.

Original languageEnglish
Title of host publicationBMEI 2011 - Proceedings 2011 International Conference on Business Management and Electronic Information
Pages678-681
Number of pages4
DOIs
StatePublished - 2011
Externally publishedYes
Event2011 International Conference on Business Management and Electronic Information, BMEI 2011 - Guangzhou, China
Duration: 13 May 201115 May 2011

Publication series

NameBMEI 2011 - Proceedings 2011 International Conference on Business Management and Electronic Information
Volume1

Conference

Conference2011 International Conference on Business Management and Electronic Information, BMEI 2011
Country/TerritoryChina
CityGuangzhou
Period13/05/1115/05/11

Keywords

  • Credit risk
  • Fuzzy neural network
  • Least-squares estimation

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