Adaptive fuzzy rule-based systems for credit rating analysis

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Adaptive fuzzy rule-based systems for credit rating analysis

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Adaptive fuzzy rule-based systems for credit rating analysis

Popis výsledku anglicky

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

Druh

D - Stať ve sborníku

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

<a href="/cs/project/GP402%2F09%2FP090" target="_blank" >GP402/09/P090: Modelování místních financí metodami výpočetní inteligence</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2010

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

6

Strana od-do

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Název nakladatele

Jihočeská univerzita v Českých Budějovicích

Místo vydání

České Budějovice

Místo konání akce

České Budějovice

Datum konání akce

8. 9. 2010

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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