摘要
In recent years artificial neural networks are used to recognize the risk category of investigated companies. The research is based on data from 81 listed enterprises that applied for credit in domestic regional banks operating in China. The backpropagation algorithm-the multilayer feedforward network structure is described. Each firm is described by 9 diagnostic variables and potential borrowers are classified into four classes. The efficiency of classification is evaluated in terms of classification errors calculated from the actual classification made by the credit officers. The results of the experiments show that LevenbergMarque training error is smallest among 4 learning algorithms and its performance is better, and application of artificial neural networks and classification functions can support the creditworthiness evaluation of borrowers.
