Сredit risk estimation on the base of fuzzy logic
Abstract
The problem of credit risk estimation is considered. The classical method of credit risk estimation based on borrower’s credit rating determination is presented. A novel method of credits rating determination based on fuzzy logic systems (Mamdani algorithm) is suggested. Rules for fuzzy credit rating determination and general class of borrower’s are formulated. Some applications of the suggested fuzzy method are presented.Downloads
Published
2010-06-21
Issue
Section
Decision making and control in economic, technical, ecological and social systems