The Model of Credit Risk Measurement based on GA and BP NN
Ligang Chen · 2006
Credit risk measurement becomes more important with the new Basel Capital Accord's publicizing.In developed countries,the technologies of credit risk measurement are mature.After traditional scale analysis and subjective analysis,statistic methods are used widely,for example discriminant analysis and Logit regression analysis.Artificial intelligence technologies as Neural Network and expert systems are also used in the field from 1980's.Now Back-Propagation Neural Network is used the most frequently in this field.But it has some shortcomings as likelihood of getting in local point.So effect will be impacted.This paper optimizes Back-Propagation Neural Network with improved Genetic Algorithm,and the result is good.