Study on Chinese Banks of Credit Risk Evaluation Models of Real-Estate Based on the BP-Neural Network Model
Los Angeles, California USA
Mar. 31, 2009 to Apr. 2, 2009
The assessment of credit risk of real-estate of Chinese banks has become a hot point nowadays. The daily ripening neural network technique has opened up a new idea for experts in fields of bank credit and credit evaluation. In this paper, BP-neural network technique is used in the evaluation of credit risk of real-estate in Chinese banks, and then tested with samples of listed real estate agencies. Results show that BP-neural network technique has superiority over other traditional models in quantizing and classifying gross risk of real estate agencies.
Guo Wei, Cao Meiyan, Zheng Jianfeng, "Study on Chinese Banks of Credit Risk Evaluation Models of Real-Estate Based on the BP-Neural Network Model", CSIE, 2009, Computer Science and Information Engineering, World Congress on, Computer Science and Information Engineering, World Congress on 2009, pp. 288-292, doi:10.1109/CSIE.2009.1080