Neural Networks vs Discriminant Analysis in the Assessment of Default

Aleksandra Wójcicka-Wójtowicz

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.
Author Aleksandra Wójcicka-Wójtowicz (WIiGE / KBO)
Aleksandra Wójcicka-Wójtowicz,,
- Department of Operations Research
Other language title versionsPorównanie wykorzystania sieci neuronowych i analizy dyskryminacyjnej w ocenie niewypłacalności
Journal seriesAnnales Universitatis Mariae Curie-Skłodowska, Sectio H Oeconomia, ISSN 0459-9586, e-ISSN 2449-8513, (B 11 pkt)
Issue year2017
Vol51
No5
Pages339-349
Publication size in sheets0.5
Keywords in Polish ryzyko kredytowe, sieci neuronowe, analiza dyskryminacyjna, analiza finansowa
Keywords in Englishcredit risk, default, neural networks, discriminant analysis, financial indices
DOIDOI:10.17951/h.2017.51.5.339
URL http://journals.umcs.pl/h/article/view/5152
Languageen angielski
Score (nominal)11
Score sourcejournalList
ScoreMinisterial score = 11.0, 24-03-2020, ArticleFromJournal
Citation count*4 (2020-06-25)
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* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
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