Adaptive fuzzy rule-based systems for credit rating analysis
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F10%3A39881987" target="_blank" >RIV/00216275:25410/10:39881987 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Adaptive fuzzy rule-based systems for credit rating analysis
Original language description
The paper presents an analysis of credit rating process by using adaptive fuzzy rule-based systems. First, previous studies in credit rating analysis are reviewed. The disadvantage of the models used in these studies consists in the fact that it is difficult to extract understandable knowledge from them. This problem appears to be crucial also because the use of natural language is typical for the credit rating process. It can be solved by using fuzzy logic, enabling its user to model the meaning of natural language words. The model includes data pre-processing, the selection process of input variables, and the design of various adaptive fuzzy rule-based systems for classification. The selection of input variables is realized using genetic algorithms.The objective of this process is to select only significant variables in order to improve the performance of adaptive fuzzy rule-based systems. Input variables are extracted from financial statements and capital markets in line with previ
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GP402%2F09%2FP090" target="_blank" >GP402/09/P090: Modelling of Municipal Finance by Computational Intelligence Methods</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of International Conference Mathematical Methods in Economics - Vol. I
ISBN
978-80-7394-218-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
Jihočeská univerzita v Českých Budějovicích
Place of publication
České Budějovice
Event location
České Budějovice
Event date
Sep 8, 2010
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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