Fifth International Conference on Hybrid Intelligent Systems (HIS'05) On a Ranking Problem Associated with Basel II Rio de Janeiro, Brazil December 06-December 09 ISBN: 0-7695-2457-5
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ICHIS.2005.82
Perceptron learning is discussed in the context of socalled scoring systems used for assessing creditworthiness as stipulated in the Basel II central banks capital accord of the G10-states. The solution of a related ranking problem using a generalized version of the pocket algorithm is described. A correctness proof of the algorithm is given. It is argued that the reuslts obtained may be exploited to compute associated probabilities using a logistic activation function and maximum likelihood methods. Some preliminary experimental results are exhibited.
Citation:
Bernd-Juergen Falkowski, "On a Ranking Problem Associated with Basel II," his, pp.201-205, Fifth International Conference on Hybrid Intelligent Systems (HIS'05), 2005 Usage of this product signifies your acceptance of the Terms of Use. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||