Credit Rating Analysis with Support Vector Machines and Neural Networks: A Market Comparative Study. Zan Huang, Hsinchun Chen, Chia-jung Hsu, Andy Chen, Soushan Wu AI Seminar Artificial Intelligence Lab The University of Arizona 08/16/2002. Agenda. Introduction Credit Risk Analysis
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Zan Huang, Hsinchun Chen, Chia-jung Hsu, Andy Chen, Soushan Wu
Artificial Intelligence Lab
The University of Arizona
Introduction Neural Networks:
Credit Risk Analysis Neural Networks:
Literature Review: Neural Networks:
Bond Rating Prediction
BP: Backpropagation Neural Networks, RBS: Rule-based System, ACLS: Analog Concept Learning System, RBF: Radial Basis Function, LVQ: Learning Vector Quantization, CBR: Case-based Reasoning, GA: Genetic Algorithm, MDA: Multiple Discriminant Analysis, LinR: Linear Regression, LogR: Logistic Regression, OPP: Ordinary Pairwise Partitioning. Sample size: Training/tuning/testing.
Research Questions Neural Networks:
Analytical Methods Neural Networks:
Data Sets Neural Networks:
Experiment Results and Analysis Neural Networks:
<y1, y2, …, yn>=f(<x1,x2, …, xm>)
Discussion and Future Directions Neural Networks: