A Novel DBN-EFA-CFA-Based Dimensional Reduation for Credit Risk Measurement

Affected by the Federal Reserve’s interest rate hike and the downward pressure on the domestic economy, the phenomenon of default is still prominent. The credit risk of the listed companies has become a growing concern of the community. In this paper we present a novel credit risk measurement method based on a dimensional reduation technique. The method first extracts the risk measure indexes from the basal financial data via dimensional reduation by using deep belief network(DBN), exploratory f...