An Application of Fuzzy Cognitive Map based on Active Hebbian Learning Algorithm in Credit Risk Evaluation of Listed Companies

作者：Zhai Dong Sheng^*; Chang Ya Nan; Zhang Juan

来源：International Conference on Artificial Intelligence and Computational Intelligence, China,Shanghai, 2009-11-07 to 2009-11-08.

DOI：10.1109/AICI.2009.214

• Fuzzy Cognitive Map
• Credit Risk Evaluation
• Active Hebbian Learning

This paper suggests using FCM to investigate the problem of credit risk evaluation of listed companies by referring to some domestic and abroad researches of fuzzy cognitive map and credit risk. Firstly, the present research status of FCM is briefly introduced. Then, this paper completely studies the basis theory and inner inference mechanism of FCM, and the Active Hebbian Learning (AHL) algrithoms of it are especially described. Finally, this paper studies how to model and simulate the problem of credit risk evaluation of listed companies using FCM. The first section of this part analyzes the factors that affect the level of creid risk of listed companies; then, the next section studies how to construct the FCM of credit risk evaluation of listed companies based on qualitative consideration. In the end, the developped FCM model is tested by applying the AHL algrithom based on 96 samples, and we justified the effectiveness of the FCM model for evaluating credit risk level of listed companies.

• 出版日期2009
• 单位北京工业大学