In this paper, starting from the same input data, we develop a scoring model to forecast the actual risk of insolvency using two different statistical and mathematical methodologies such as Cluster Analysis and Artificial Neural Networks. We will determinate potentials and limits of these methods and an application to real data is also presented.
Attribuzione dello Scoring Aziendale nel contesto Basilea 2
QUARANTA, ANNA GRAZIA
2008-01-01
Abstract
In this paper, starting from the same input data, we develop a scoring model to forecast the actual risk of insolvency using two different statistical and mathematical methodologies such as Cluster Analysis and Artificial Neural Networks. We will determinate potentials and limits of these methods and an application to real data is also presented.File in questo prodotto:
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Quaranta_Banche e Banchieri_2008.pdf
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