Unsupervised Learning Based Neural System for Evaluating the Credit Risks

Abstract:

This paper describes a method to designing an unsupervised learning based neural system that can be used by banks or other lending companies in order to evaluate the credit risk. A connectionist method to evaluate the credit risk is applied and this method could successfully replace the classical scoring methods usually used by banks to evaluate the client risk profile. An original contribution of this paper is the risk factors evaluation by using fuzzy logic and uncertainty coefficients.

nsdlogo2016