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2009 International Conference on Artificial Intelligence and Computational Intelligence
An Application of Fuzzy Cognitive Map Based on Active Hebbian Learning Algorithm in Credit Risk Evaluation of Listed Companies
Shanghai, China
November 07-November 08
ISBN: 978-0-7695-3816-7
| ASCII Text | x | ||
| Dong-Sheng Zhai, Ya-Nan Chang, Juan Zhang, "An Application of Fuzzy Cognitive Map Based on Active Hebbian Learning Algorithm in Credit Risk Evaluation of Listed Companies," Artificial Intelligence and Computational Intelligence, International Conference on, vol. 4, pp. 89-93, 2009 International Conference on Artificial Intelligence and Computational Intelligence, 2009. | |||
| BibTex | x | ||
| @article{ 10.1109/AICI.2009.214, author = {Dong-Sheng Zhai and Ya-Nan Chang and Juan Zhang}, title = {An Application of Fuzzy Cognitive Map Based on Active Hebbian Learning Algorithm in Credit Risk Evaluation of Listed Companies}, journal ={Artificial Intelligence and Computational Intelligence, International Conference on}, volume = {4}, year = {2009}, isbn = {978-0-7695-3816-7}, pages = {89-93}, doi = {http://doi.ieeecomputersociety.org/10.1109/AICI.2009.214}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - CONF JO - Artificial Intelligence and Computational Intelligence, International Conference on TI - An Application of Fuzzy Cognitive Map Based on Active Hebbian Learning Algorithm in Credit Risk Evaluation of Listed Companies SN - 978-0-7695-3816-7 SP89 EP93 A1 - Dong-Sheng Zhai, A1 - Ya-Nan Chang, A1 - Juan Zhang, PY - 2009 KW - Fuzzy Cognitive Map KW - Credit Risk Evaluation KW - Active Hebbian Learning VL - 4 JA - Artificial Intelligence and Computational Intelligence, International Conference on ER - | |||
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/AICI.2009.214
This paper suggests using FCM to investigate the problem of credit risk evaluation of listed companies by referring to some domestic and abroad researches of fuzzy cognitive map and credit risk. Firstly, the present research status of FCM is briefly introduced. Then, this paper completely studies the basis theory and inner inference mechanism of FCM, and the Active Hebbian Learning (AHL) algrithoms of it are especially described. Finally, this paper studies how to model and simulate the problem of credit risk evaluation of listed companies using FCM. The first section of this part analyzes the factors that affect the level of creid risk of listed companies; then, the next section studies how to construct the FCM of credit risk evaluation of listed companies based on qualitative consideration. In the end, the developped FCM model is tested by applying the AHL algrithom based on 96 samples, and we justified the effectiveness of the FCM model for evaluating credit risk level of listed companies.
Index Terms:
Fuzzy Cognitive Map, Credit Risk Evaluation, Active Hebbian Learning
Citation:
Dong-Sheng Zhai, Ya-Nan Chang, Juan Zhang, "An Application of Fuzzy Cognitive Map Based on Active Hebbian Learning Algorithm in Credit Risk Evaluation of Listed Companies," aici, vol. 4, pp.89-93, 2009 International Conference on Artificial Intelligence and Computational Intelligence, 2009
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