Kohonen artificial neural networks in the service of a commercial bank

Authors: Kuznetsova T.I., Lobacheva E.N., Tselsov N.Yu. Published: 18.03.2016
Published in issue: #2(40)/2016  
DOI: 10.18698/2306-8477-2016-2-340  
Category: Economic and legal problems of engineering education | Chapter: Economics  
Keywords: Kohonen neural network, clustering input vectors, competing method of data processing, neural network structure, credit rating

The article considers the substantiation of the alternative application of an artificial neural network as a statistical model to determine the solvency of commercial bank customers. Using the extended Kohonen neural network it is shown how a neural network trained on statistics of previous credit transactions solves the problem of classification of borrowers on the basis of their ability to pay.

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