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Credit Risk Early Warning System using Fuzzy Expert Systems

izvorni znanstveni rad

izvorni znanstveni rad

Credit Risk Early Warning System using Fuzzy Expert Systems

Vrsta prilog u časopisu
Tip izvorni znanstveni rad
Godina 2015
Časopis Journal of information and organizational sciences
Nadređena publikacija Journal of information and organizational sciences
Volumen 17-19
Stranice str. 250-344
ISSN 1846-3312
EISSN 1846-9418
Status objavljeno

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