A MLP based PD estimation model for SME credits.

Gülnur Derelioglu Fikret S. Gürgen

Published in: ISCIS (2009)

Keyphrases

high level
statistical model
computational model
probabilistic model
neural network
formal model
mathematical model
theoretical analysis
objective function
multiscale
data sets
artificial neural networks
multi agent
parameter estimation
training data
closed form
autoregressive