Оцінка кредитних банківських ризиків із використанням нечіткої логіки

The problem of credit risk estimation is considered. The classical method of credit risk estimation based on borrower’s credit rating determination is presented. A novel method of credits rating determination based on fuzzy logic systems (Mamdani algorithm) is suggested. Rules for fuzzy credit ratin...

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Bibliographic Details
Date:2010
Main Author: Zaychenko, Yu. Р.
Format: Article
Language:rus
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2010
Online Access:http://journal.iasa.kpi.ua/article/view/106962
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Journal Title:System research and information technologies

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System research and information technologies