Study on Chinese Banks of Credit Risk Evaluation Models of Real-Estate Based on the BP-Neural Network Model
Los Angeles, CA
March 31, 2009 to April 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, 2009 WRI World Congress on Computer Science and Information Engineering, CSIE, 2009 WRI World Congress on Computer Science and Information Engineering, CSIE 2009, pp. 288-292, doi:10.1109/CSIE.2009.1080