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Neuro-fuzzy model of assessment of problems' degree of loans

Journal: Neuro-Fuzzy Modeling Techniques in Economics (Vol.2, No. 2)

Publication Date:

Authors : ; ;

Page : 135-160

Keywords : bank; credit risk; problemloan; neuro-fuzzy model;

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Abstract

The authors have substantiated themethodological approach and have built a mathematicalmodel based on neuro-fuzzy technology for evaluation of problem loan.The proposed neuro- fuzzy model provides high adequacy for the relatively small sampling based on ex-pert linguistic assessments or which have inaccurate, incomplete or uncertain input data. The model based on neuro-fuzzy approach al-lows to create a decision support subsystem for managing problem credits to reduce the volume of bad debts in the loan portfolio.

Last modified: 2015-04-15 01:14:56