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系统工程理论与实践 2004
Research of Credit Score Based on Vfold Crossvalidation and Elman Neural Networks
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Abstract:
In this paper we first point out the gaps of associated research by reviewing the corporate credit scoring research by general neural networks. Then some practical principles are carefully considered so that the distinguished measures can be selected. These measures are used to develop credit-scoring models applied to Chinese corporations based on Elman neural networks. Finally, V-fold Cross-validation technique is applied to test the model's scoring power.