ANALYSIS OF SCORING AND RATING MODELS USING NEURAL NETWORKS

Anatoliy Antonov and Ventsislav Nikolov

Economy & Business Journal, 2018, vol. 12, issue 1, 105-118

Abstract: This research paper investigates an approach for analysis of an established system to determine credit rating and scoring, according to regulatory requirements. For this purpose, a model of a neural network is used, on which the realized logic is transferred. According to the properties of the model, sensitivities, significance, independency and other parameters of the input factors are determined.

Keywords: credit rating; scoring; regulatory requirements; analysis of the factors (search for similar items in EconPapers)
JEL-codes: A (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:isp:journl:v:12:y:2018:i:1:p:105-118

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