Tag : ANN

Artificial neural networks and credit risk modeling

In this blog post, our chief scientist Alexander Efremov PhD. is discussing the application of direct and recurrent artificial neural networks (ANN) in some methodologies for credit risk models.

Inputs of ANN could be the available individuals’ characteristics, like age, income, marital status, credit bureau data, etc. The outputs are the probability the applicants to have a good performance as loan-holders, the individuals’ response to some actions, etc.