About a model of estimating banks default risk using neural network methods

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A model of estimating banks default (license revocation as a result of poor finance or breaking Central Banks standarts) risk is considered on the base of financial statements submitted to the Central Bank. The model is constructed using neural network. In the article, the methods of data preparation, improving the accuracy of modeling - clustering, removal of "noise" and conflicting data are discussed.

Banking system stability, banking regulation, default, neural network, clustering

Короткий адрес: https://sciup.org/147201340

IDR: 147201340

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