Credit risk evaluation model based on the architecture of intelligent decision support system Cover Image

Intelektinės sprendimų paramos sistemos architektūra grįstas kredito rizikos vertinimo sistemos modelis
Credit risk evaluation model based on the architecture of intelligent decision support system

Author(s): Gintautas Garšva, Egidijus Merkevičius
Subject(s): Economy
Published by: Vilniaus Universiteto Leidykla

Summary/Abstract: In the article process of the credit risk evaluation system (CRES) is discussed. CRES model based on the architecture of IDSS is presented. Business process of the CRES model is designed, the relationship of the model components is shown. In this model logical structure of the IDSS is presented. In the CRES model we marked up several modules based on the methods of artificial intelligence: object disposition on the SOM, risk group determination with the artificial neural networks, business rules creation based on the fuzzy logic and expert system for the presentation of most important aspects in actual financial analysis.

  • Issue Year: 2005
  • Issue No: 35
  • Page Range: 150-157
  • Page Count: 8
  • Language: Lithuanian