Abstract: The problem of corporations’ financial analysis and creditability forecasting under uncertainty and risk
is considered. The classical scoring method is described. The application of fuzzy neural networks with
algorithms of Mamdani and Tsukamoto for enterprises creditability analysis and forecasting is suggested. Fuzzy
rules base for NFNs was developed. The experimental investigations of NFNs in the problem creditability
forecasting were carried, their efficiency estimated and compared with scoring method.
Keywords: creditability, forecasting, financial analysis, fuzzy neural networks, scoring method
FINANCIAL ANALYSIS AND CREDIITABILITY ESTIMATION OF BORROWERS - CORPORATIONS UNDER UNCERTAINTY
Yuriy Zaychenko, Ovi Nafas Aghaei Agh Ghamish