Modelling credit rating by fuzzy adaptive network

Modelling credit rating by fuzzy adaptive network

Human judgment plays an important role in the rating of enterprise financial conditions. The recently developed fuzzy adaptive network (FAN), which can handle systems whose behaviour is influenced by human judgment, appears to be ideally suited for the modelling of this credit rating problem. In this paper, FAN is used to model the credit rating of small financial enterprises. To illustrate the...

Municipal credit rating modelling by neural networks

Fuzzy Adaptive Networks in credit rating and loan approval

Fuzzy adaptive network (FAN) is proposed to help decision makers in credit scores and to assign the amount of loan. By combining with neural networks to incorporate the learning ability, FAN provides an alternative approach for the imprecision and fuzziness of the credit rating system. A loan approval example is given and the performance of FAN is compared with the regression algorithm. The res...

Credit Rating Analysis with AFS Fuzzy Logic

In this paper, we propose a new machine learning approach based on AFS (Axiomatic Fuzzy Sets) fuzzy logic, in attempt to provide a better model with interpretability. First, we will concisely present the AFS theory. Second, we will propose new membership functions for fuzzy sets and their logic operations. Third, we will design a new machine learning algorithm based on the new membership functi...

An Improved Fuzzy Support Vector Machine for Credit Rating

In order to classify data with noises or outliers, Fuzzy support vector machine (FSVM) improve the generalization power of traditional SVM by assigning a fuzzy membership to each input data point. In this paper, an improved FSVM based on vague sets is proposed by assigning a truthmembership and a false-membership to each data point. And we reformulate the improved FSVM so that different input p...