Application of SPDS algorithm based BP neural network model in credit risk assessment for commercial banks

被引：0

作者：

Xu, JN ^{[1
]}

Xi, B ^{[1
]}

Lu, Y ^{[1
]}

机构：

[1] Harbin Inst Technol, Sch Management, Harbin 150001, Peoples R China

来源：

PROCEEDINGS OF 2003 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS I AND II | 2003年

关键词：

commercial bank; credit risk assessment; ANN; SPDS;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Credit risk assessment has been playing an essential role as the key link for finance risk management. The goal of this research is to use the ANN model to improve the efficiency and quality of the credit risk assessment, and to supply more comprehensive, accurate and objective support for credit decision making. Based on the qualitative analysis for the related theory, this research makes the quantitative analysis by using the ANN with the Single Parameter Dynamic Search (SPDS) algorithm algorithm. Through improving the assessment index system and selecting criterion, the result shows ANN technology can be applied to forecast the credit risk of commercial bank effectively.

引用

页码：377 / 381

页数：5