- 신경망 분리모형과 사례기반추론을 이용한 기업 신용 평가
- ㆍ 저자명
- 김다윗,한인구,민성환,Kim. David,Han. In-Goo,Min. Sung-Hwan
- ㆍ 간행물명
- Journal of information technology applications & management
- ㆍ 권/호정보
- 2007년|14권 2호|pp.151-168 (18 pages)
- ㆍ 발행정보
- 한국데이타베이스학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
The corporate credit rating represents an assessment of the relative level of risk associated with the timely payments required by the debt obligation. In this study, the corporate credit rating model employs artificial intelligence methods including Neural Network (NN) and Case-Based Reasoning (CBR). At first we suggest three classification models, as partitioned neural networks, all of which convert multi-group classification problems into two group classification ones: Ordinal Pairwise Partitioning (OPP) model, binary classification model and simple classification model. The experimental results show that the partitioned NN outperformed the conventional NN. In addition, we put to use CBR that is widely used recently as a problem-solving and learning tool both in academic and business areas. With an advantage of the easiness in model design compared to a NN model, the CBR model proves itself to have good classification capability through the highest hit ratio in the corporate credit rating.