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Analysis Of Scoring And Rating Models Using Neural Networks

Author

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  • Anatoliy Antonov
  • Ventsislav Nikolov

Abstract

This research paper investigates an approach for analysis of an established system to determine credit rating and scoring, according to regulatory requirements. For this purpose, a model of a neural network is used, on which the realized logic is transferred. According to the properties of the model, sensitivities, significance, independency and other parameters of the input factors are determined.

Suggested Citation

  • Anatoliy Antonov & Ventsislav Nikolov, 2018. "Analysis Of Scoring And Rating Models Using Neural Networks," Economy & Business Journal, International Scientific Publications, Bulgaria, vol. 12(1), pages 105-118.
    • Handle: RePEc:isp:journl:v:12:y:2018:i:1:p:105-118
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    More about this item

    Keywords

    credit rating; scoring; regulatory requirements; analysis of the factors;
    All these keywords.

    JEL classification:

    • A - General Economics and Teaching

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