Credit rating analysis using adaptive fuzzy rule-based systems: An industry-specific approach
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F12%3A39895048" target="_blank" >RIV/00216275:25410/12:39895048 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/s10100-011-0229-0" target="_blank" >http://dx.doi.org/10.1007/s10100-011-0229-0</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10100-011-0229-0" target="_blank" >10.1007/s10100-011-0229-0</a>
Alternative languages
Result language
angličtina
Original language name
Credit rating analysis using adaptive fuzzy rule-based systems: An industry-specific approach
Original language description
This paper presents an analysis of credit rating using fuzzy rule-based systems. The disadvantage of the models used in previous studies is that it is difficult to extract understandable knowledge from them. The root of this problem is the use of naturallanguage that is typical for the credit rating process. This problem can be solved using fuzzy logic, which enables users to model the meaning of natural language words. Therefore, the fuzzy rule-based system adapted by a feed-forward neural network isdesigned to classify US companies (divided into the finance, manufacturing, mining, retail trade, services, and transportation industries) and municipalities into the credit rating classes obtained from rating agencies. Features are selected using a filter combined with a genetic algorithm as a search method. The resulting subsets of features confirm the assumption that the rating process is industry-specific (i. e. specific determinants are used for each industry). The results show that
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
IN - Informatics
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
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Central European Journal of Operations Research
ISSN
1435-246X
e-ISSN
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Volume of the periodical
20
Issue of the periodical within the volume
3
Country of publishing house
DE - GERMANY
Number of pages
14
Pages from-to
421-434
UT code for WoS article
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EID of the result in the Scopus database
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