کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4942617 1437413 2017 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A deep learning approach for credit scoring using credit default swaps
ترجمه فارسی عنوان
یک روش یادگیری عمیق برای به ثمر رساندن اعتبار با استفاده از مبادله پیش بینی اعتباری
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
چکیده انگلیسی
After 2007-2008 crisis, it is clear that corporate credit scoring is becoming a key role in credit risk management. In this paper, we investigate the performances of credit scoring models applied to CDS data sets. The classification performance of deep learning algorithm such as deep belief networks with Restricted Boltzmann Machines are evaluated and compared with some popular credit scoring models such as logistic regression, multi-layer perceptron and support vector machine. The performance is assessed using the classification accuracy and the area under the receiver operating characteristic curve. It is found that DBN yields the best performance.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Engineering Applications of Artificial Intelligence - Volume 65, October 2017, Pages 465-470
نویسندگان
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