In order to make a robust forecast of the actual risk of insolvency, we have compared two different mathematical and statistical methodologies applied to the same input data, such as a cluster analysis and some artificial neural networks; we found that they provide, however, similar results.
Basel 2: Firm's Scoring via Cluster Analysis and Artificial Neural Networks / S. Fedeli; A.G. Quaranta; E. Voltattorni. - STAMPA. - (2007), pp. 673-676. (Intervento presentato al convegno Classification and Data Analysis 2007 tenutosi a Macerata nel 12/14 Settembre).
Basel 2: Firm's Scoring via Cluster Analysis and Artificial Neural Networks
QUARANTA, ANNA GRAZIA;
2007
Abstract
In order to make a robust forecast of the actual risk of insolvency, we have compared two different mathematical and statistical methodologies applied to the same input data, such as a cluster analysis and some artificial neural networks; we found that they provide, however, similar results.File in questo prodotto:
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