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.
S. Fedeli, A.G. Quaranta, E. Voltattorni (2007). Basel 2: Firm's Scoring via Cluster Analysis and Artificial Neural Networks. MACERATA : EUM.
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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