izvorni znanstveni rad
Credit Risk Early Warning System using Fuzzy Expert Systems
Sažetak
We suggest an early warning system (EWS) for credit risk management based on fuzzy expert systems. Modelling process, including knowledge elicitation and univariate analysis is proposed as well as several approaches to handling model complexity, model auto tuning and validation. We found that such a hybrid model had more predictive power and is more robust than a purely statistical one. Even more important is that the methodological choice facilitated the discussion between stakeholders and increased involvement, acceptance and interdepartmental communication.
Ključne riječi
Credit, risk, fuzzy, logic, expert, system, early, warning