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

Link:

Financial analysis and creditability estimation of borrowers – corporations under uncertainty

Yuriy Zaychenko, Ovi Nafas Aghaei Agh Ghamish

http://www.foibg.com/ijita/vol21/ijita21-03-p04.pdf