Neural Networks VS Discriminant Analysis in the Assessment of Default
Neural Networks VS Discriminant Analysis in the Assessment of Default
Author(s): Aleksandra WójcickaSubject(s): Business Economy / Management, Accounting - Business Administration
Published by: Wydawnictwo Naukowe Uniwersytetu Marii Curie-Sklodowskiej
Keywords: credit risk; default; neural networks; discriminant analysis; financial indices;
Summary/Abstract: The paper investigates the use of different structure of NN and DA in the process of establishing the possibility of default. The results of those different methods are juxtaposed and their performance is compared.
Journal: Annales Universitatis Mariae Curie-Skłodowska, Sectio H Oeconomia
- Issue Year: LI/2017
- Issue No: 5
- Page Range: 339-349
- Page Count: 11
- Language: English
