Shapoval N. Decision support system for lending to individuals with the help of neural networks under conditions of uncertainty information

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0416U001303

Applicant for

Specialization

  • 05.13.23 - Системи та засоби штучного інтелекту

09-02-2016

Specialized Academic Board

Д 26.002.03

Educational and Scientific Complex "Institute for Applied System Analysis" of National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"r

Essay

The thesis is devoted to development of new methods of credit analysis of individuals under uncertainty information on the borrower. The study proposes the method of assessing the creditworthiness of individuals and create a financial portrait of the borrower, based on fuzzy neural networks with the conclusion Sugeno and Mamdani. The methods of structural synthesis fuzzy neural networks, which improves the efficiency was proposed. An optimization model to assess the creditworthiness of the borrower on portfolio level in fuzzy formulation that improves the efficiency of the banking credit institution as a whole.

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