Neural and Bayesian networks in the problem of credit risk analysis

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...

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Bibliographic Details
Date:2015
Main Authors: Kuznietsova, N. V., Bidyuk, P. I.
Format: Article
Language:Ukrainian
Published: Інститут проблем реєстрації інформації НАН України 2015
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Online Access:http://drsp.ipri.kiev.ua/article/view/100321
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Journal Title:Data Recording, Storage & Processing

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Data Recording, Storage & Processing