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Volumn 28, Issue 1, 2008, Pages

Five-category evaluation of commercial bank's loan based on integration of rough sets and neural network

Author keywords

Credit risk; Elman neural network; Five category; Rough set model

Indexed keywords

DATA REDUCTION; NEURAL NETWORKS; RISK ANALYSIS; RISK MANAGEMENT; ROUGH SET THEORY;

EID: 42949117755     PISSN: 10006788     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (18)

References (12)
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    • Early warning of bank failure: A logit regression approach
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  • 3
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    • Financial ratios and the probabilistic prediction of bankruptcy
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    • Ohlson, J.1
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    • Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)
    • Altman E I, Marco G, Varettl F. Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)[J]. Journal of Banking and Finance, 1994, 18(3): 505-529.
    • (1994) Journal of Banking and Finance , vol.18 , Issue.3 , pp. 505-529
    • Altman, E.I.1    Marco, G.2    Varettl, F.3
  • 5
    • 0012580072 scopus 로고
    • Recognizing financial distress patterns using a neural network tool
    • Coats P, Pant L. Recognizing financial distress patterns using a neural network tool[J]. Financial Management, 1993, 22(3): 142-155.
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    • Coats, P.1    Pant, L.2
  • 6
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    • A comparative analysis of current credit risk models
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    • The integrated methodology of rough set theory and artificial neural network for business failure prediction
    • Ahn B S, Cho S, Kim C. The integrated methodology of rough set theory and artificial neural network for business failure prediction[J]. Expert Systems with Applications, 2000, 18(2): 65-74.
    • (2000) Expert Systems with Applications , vol.18 , Issue.2 , pp. 65-74
    • Ahn, B.S.1    Cho, S.2    Kim, C.3
  • 11
    • 6344257592 scopus 로고    scopus 로고
    • Rough set knowledge reduction approach based on GA
    • Tao Z, Xu B D, et al. Rough set knowledge reduction approach based on GA[J]. Systems Engineering, 2003, 21(4): 116-122.
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  • 12
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    • Feisi R&D Center of Science and Technology. Beijing: Electronics Industry Press
    • Feisi R&D Center of Science and Technology. Neural Network Theory and MATLAB 7 Realizing[M]. Beijing: Electronics Industry Press, 2005.
    • (2005) Neural Network Theory and MATLAB 7 Realizing


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.