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 Hybrid Credit Rating System using Rough Set Theory

러프집합을 이용한 통합형 채권등급 평가모형 구축에 관한 연구

  • 박기남 (경인여자대학교 멀티미디어 정보전산학부) ;
  • 이훈영 (경희대학교 경영학부) ;
  • 박상국 ((주) Flexdeal 대표이사)
  • Published : 2000.09.01
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Abstract

Many different statistical and artificial intelligent techniques have been applied to improve the predictability of credit rating. Hybrid models and systems have also been developed by effectively combining different modeling processes or combining the outcomes of individual models. In this paper, we introduced the rough set theory and developed a hybrid credit rating system that combines individual outcomes in terms of rough set theory. An experiment was conducted to compare the prediction capability of the system with those of other methods. The proposed system based on rough set method outperformed the others.

Keywords

References

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