This paper presents a Neural Network for the evaluation of the short term credit risk in a bank. Through permutation techniques of the initial data matrix and some suggested indexes, we are able to measure the stability of the Neural Network.

A stability study of a Neural Network in Credit Risk Analysis

SCIPPACERCOLA, SERGIO;
1997

Abstract

This paper presents a Neural Network for the evaluation of the short term credit risk in a bank. Through permutation techniques of the initial data matrix and some suggested indexes, we are able to measure the stability of the Neural Network.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11588/192846
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