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2008 International Symposium on Electronic Commerce and Security
E-business Enterprise Credit Risk Evaluation Based on Markov Chain
August 03-August 05
ISBN: 978-0-7695-3258-5
ASCII Text
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Chong Wang, Wenkuan Chen, Peiji Shao, "E-business Enterprise Credit Risk Evaluation Based on Markov Chain," Electronic Commerce and Security, International Symposium, pp. 569-572, 2008 International Symposium on Electronic Commerce and Security, 2008.
 
 
BibTex
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@article{ 10.1109/ISECS.2008.13,
author = {Chong Wang and Wenkuan Chen and Peiji Shao},
title = {E-business Enterprise Credit Risk Evaluation Based on Markov Chain},
journal ={Electronic Commerce and Security, International Symposium},
volume = {0},
year = {2008},
isbn = {978-0-7695-3258-5},
pages = {569-572},
doi = {http://doi.ieeecomputersociety.org/10.1109/ISECS.2008.13},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - CONF
JO - Electronic Commerce and Security, International Symposium
TI - E-business Enterprise Credit Risk Evaluation Based on Markov Chain
SN - 978-0-7695-3258-5
SP569
EP572
A1 - Chong Wang,
A1 - Wenkuan Chen,
A1 - Peiji Shao,
PY - 2008
KW - Credit risk evaluation
KW - Markov chain
KW - E-business enterprise
VL - 0
JA - Electronic Commerce and Security, International Symposium
ER -
 
Credit risk evaluation decisions are important for the e-business due to the high level of risk associated with wrong decisions. The process of making credit risk evaluation decision is complex and unstructured. Markov chain is known to perform reasonably well compared to alternate methods for this problem. In this work, we describe this method and the case of a successful application of it to e-business enterprise risk assessment. We built a state transmission probability matrix to analyze and predict the enterprise’s future credit state. The application is tested on real-world data. We show that Markov chain can be very successful in evaluating and predicting e-business enterprise credit risk.
Index Terms:
Credit risk evaluation, Markov chain, E-business enterprise
Citation:
Chong Wang, Wenkuan Chen, Peiji Shao, "E-business Enterprise Credit Risk Evaluation Based on Markov Chain," isecs, pp.569-572, 2008 International Symposium on Electronic Commerce and Security, 2008
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