Classification of non-performing loans portfolio using Multilayer Perceptron artificial neural networks

Classification of non-performing loans portfolio using Multilayer Perceptron artificial neural networks

The purpose of the present research is to apply a Multilayer Perceptron (MLP) neural network technique to create classification models from a portfolio of Non-Performing Loans (NPLs) to classify this type of credit derivative. These credit derivatives are characterized as the amount of loans that we...

Full description

Bibliographic Details
Main Authors: Flávio Clésio Silva de Souza, Renato José Sassi
Format: Article
Language:English
Published: Universidade Estadual Paulista 2014-06-01
Series:GEPROS: Gestão da Produção, Operações e Sistemas
Subjects:
Multilayer Perceptron. Non-Performing Loans. Non-Performing Assets. Artificial Neural Networks. Defaulted Loans.
Online Access:http://revista.feb.unesp.br/index.php/gepros/article/view/1120/540

Internet

http://revista.feb.unesp.br/index.php/gepros/article/view/1120/540

Similar Items