摘要
近年提出的贷款风险五级分类法 ,需考虑财务、非财务、现金流量、信用支持及逾期时间等诸方面要素的影响。由于涉及有定量因素也有定性因素分析 ,这给处理分类问题带来一定的复杂性。为此本文探讨将人工智能技术中的神经网络和专家系统应用于贷款风险分类研究。文中用BP神经网络进行财务分析 ,而运用专家系统采用“规则组”的知识表示策略 ,对其它诸因素及分类综合进行了分析。从而得出了最终的贷款风险分类等级。
Loans risk classification involves some essential factors,such as financial elem ent,non financial element,cash flow,credit support,overdue time.It is complicat ed to handle the problem of classification because the classifying usually need depend on quantitative analysis and qualitative analysis.The paper attempts to u se Artificial Intelligence technology which includes ANN (Artificial Neural Netw orks)and ES(Expert System)to study the classification of loans risk.The BP ANN i s used to analyze the financial element.And ES,dealing with“rule set” express policy of knowledge,is used to analyze other elements.Through such procedure,th e final result of loans risk classification can be got.
出处
《管理工程学报》
CSSCI
2003年第2期45-49,共5页
Journal of Industrial Engineering and Engineering Management
基金
国家自然科学基金项目 (99770 86)
