Pregled bibliografske jedinice broj: 867174
Credit Risk Early Warning System using Fuzzy Expert Systems
Credit Risk Early Warning System using Fuzzy Expert Systems // Journal of information and organizational sciences, 17-19 (2015), 250-344 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 867174 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Credit Risk Early Warning System using Fuzzy Expert Systems
Autori
Kaluđer, Igor ; Klepac, Goran
Izvornik
Journal of information and organizational sciences (1846-3312) 17-19
(2015);
250-344
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Credit, risk, fuzzy, logic, expert, system, early, warning
Sažetak
We suggest an early warning system (EWS) for credit risk management based on fuzzy expert systems. Modelling process, including knowledge elicitation and univariate analysis is proposed as well as several approaches to handling model complexity, model auto tuning and validation. We found that such a hybrid model had more predictive power and is more robust than a purely statistical one. Even more important is that the methodological choice facilitated the discussion between stakeholders and increased involvement, acceptance and interdepartmental communication.
Izvorni jezik
Engleski
Znanstvena područja
Informacijske i komunikacijske znanosti
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- SCI-EXP, SSCI i/ili A&HCI
