This paper presents a Neural Network for the evaluation of the short term credit risk in a bank. Through permutation techniques of the initial data matrix and some suggested indexes, we are able to measure the stability of the Neural Network.
A stability study of a Neural Network in Credit Risk Analysis / Scippacercola, Sergio; R., Orlando. - (1997), pp. 245-248. (Intervento presentato al convegno Annual Meeting of the Classification Group of SIS tenutosi a Pescara nel 3-4 luglio 1997).
A stability study of a Neural Network in Credit Risk Analysis
SCIPPACERCOLA, SERGIO;
1997
Abstract
This paper presents a Neural Network for the evaluation of the short term credit risk in a bank. Through permutation techniques of the initial data matrix and some suggested indexes, we are able to measure the stability of the Neural Network.File in questo prodotto:
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