Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)

The Korean Operations Research and Management Science Society (한국경영과학회)
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A Study on the Credit Evaluation Model Integrating Statistical Model and Artificial Intelligence Model

통계적 모형과 인공지능 모형을 결합한 기업신용평가 모형에 관한 연구

  • 이건창 (성균관대학교 경영학부) ;
  • 한인구 (한국과학기술원 테크노 경영대학원) ;
  • 김명종 (한국과학기술원 테크노 경영대학원)
  • Published : 1996.04.01
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Abstract

본 연구에서는 보다 효과적인 기업신용평가를 위하여, 통계적 방법과 인공지능 방법을 결합한 결합모형을 제시햐고자 한다. 이를 위하여 본 연ㄴ구에서는 통계적인 모형중에서 가장 널리 활용되고 있는 MDA (Multivariate Discriminant Analysis) 와 인공지능적인 방법으로서 최근에 널리 사용되고 있는 인공싱경망( neural network)모형을 휴리스틱한 방법으로 결합한다. 이러한 결합모형의 성과를 증명하기 위하여 우리나라의 대표적인 3대 기업신용평가 기관에서 수집한 1043개의 기업신용평가자료를 기초로 실혐을 하고, 그 결과를 기존의 MDA 및 인공신경망 방법에 의한 결과와 비교하였다. 실험결과, 통계적으로도 유의하고, 실무적인 관점에서도 의미가 있는 기업신용펑가 결과를 유도할 수 있었다.

Keywords

References

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