会议专题

Personal Commercial Micro-loan Defaults Prediction for Credit Risk Using:__An Auto-associative Neural Network-based Methodology

Traditionally,credit scoring aimed at distinguishing good payers from bad payers at the time of the application.Empirical micro loan default prediction models have been proposed and widely used in the last decades or so.A major problem is the imbalance of data,i.e.much more solvent data than default data.We propose auto-associative neural networks (AANN) that learns the identity mapping of input.By training the network,we built a Personal commercial micro-loan defaults predictor.More importantly,the methodology used to construct and validate models does not require advanced statistical analysis.

micro-loan credit risk auto-associative neural network

Yingli Huang Zhaowen Qiu

School of Economics and management,Northeast Forestry University,P.R.China,150040 School of Business,University of Surrey,Surrey,GU2 7XH,United Kingdom P.R.China,150040

国际会议

The 2008 International Conference on Business Intelligence and Financial Engineering(BIFE 2008)(商业智能和金融工程国际会议)

长沙

英文

823-828

2008-10-28(万方平台首次上网日期,不代表论文的发表时间)