An Application of Neural Networks to Find Risky Credit Positions and Forecasting Consumer Loans Default Situation

Przemysław Garsztka () and Maciej Kokorniak ()
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Przemysław Garsztka: Poznań University of Economics, Poland
Maciej Kokorniak: Poznań University of Economics, Poland

Chapter 12 in Forecasting Financial Markets. Theory and Applications, 2005, vol. 0, pp 159-176 from University of Lodz

Abstract: Chapter 12 presents an application of a neural network in credit rating. The results show that artificial neural networks help to define credit risk classes with a relatively small number of neurons in the hidden layer.

Keywords: Neural networks; Consumer loans default forecasting; Credit rating (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2005
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