| 基于V-foldCross-validation和Elman神经网络的信用评价研究 |
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| 引用本文： | 吴德胜,梁樑.基于V-foldCross-validation和Elman神经网络的信用评价研究[J].系统工程理论与实践,2004,24(4):92-97. |
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| 作者姓名： | 吴德胜 梁樑 |
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| 作者单位： | 中国科学技术大学商学院 |
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| 基金项目： | 国家 863项目基金(2002AA41361) |
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| 摘 要： | 研究了关于公司信用评估问题的现状,指出一般神经网络应用于信用评估领域的不足.在此基础上,提出一套甄选原则以选择关键的信用评分指标;然后依据这些指标建立了基于Elman回归神经网络的我国企业的信用评估模型.采用V-foldCross-validation技巧对该模型的评分效果进行了实证研究.
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| 关 键 词： | Elman神经网络 V-foldcross-validation技巧 信用评分 |
| 文章编号： | 1000-6788(2004)04-0092-07 |
| 修稿时间： | 2003年4月26日 |
Research of Credit Score Based on Vfold Crossvalidation and Elman Neural Networks |
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| WU De-sheng,LIANG Liang.Research of Credit Score Based on Vfold Crossvalidation and Elman Neural Networks[J].Systems Engineering —Theory & Practice,2004,24(4):92-97. |
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| Authors: | WU De-sheng LIANG Liang |
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| Institution: | School of Business, University of Science and Technology of China |
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| Abstract: | In this paper we first point out the gaps of associated research by reviewing the corporate credit scoring research by general neural networks. Then some practical principles are carefully considered so that the distinguished measures can be selected. These measures are used to develop credit-scoring models applied to Chinese corporations based on Elman neural networks. Finally, V-fold Cross-validation technique is applied to test the model's scoring power. |
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| Keywords: | Elman neural network V-fold Cross-validation technique credit score |
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