Neural and Bayesian networks in the problem of credit risk analysis

• Date: 2015
• Main Authors: Kuznietsova, N. V., Bidyuk, P. I.
• Format: Article
• Language: Ukrainian
• Published: Інститут проблем реєстрації інформації НАН України 2015
• Subjects: integrated approach; neural networks; Bayesian networks; сredit risks
• Online Access: http://drsp.ipri.kiev.ua/article/view/100321
• Journal Title: Data Recording, Storage & Processing

The research touches upon analysis of defaults for credit borrowers of financial institution using three types of mathematical models and actual statistical data from a bank. The results of the three models constructing in the form of back propagation neural net, static Bayesian network and their co...