Abstract: The problem of banks bankruptcy risk forecasting is considered. The application of fuzzy neural networks for this problem solution, ANFIS and TSK was suggested. The experimental investigations of application of FNN for bankruptcy forecast were carried out and comparison with classical methods was performed. The experimental investigations have proved the high efficiency of fuzzy neural networks for bankruptcy risk forecasting and their advantages over classical methods.

Keywords: bank bankruptcy risk forecasting, fuzzy neural networks.

ACM Classification Keywords: H.4 INFORMATION SYSTEMS APPLICATIONS - H.4.2. Types of Systems Decision Support

Link:

ПРОГНОЗИРОВАНИЕ РИСКА БАНКРОТСТВА БАНКОВ В УСЛОВИЯХ НЕОПРЕДЕЛЕННОСТИ С ПРИМЕНЕНИЕМ НЕЧЕТКИХ НЕЙРОННЫХ СЕТЕЙ

Юрий Зайченко, Ольга Войтенко

http://foibg.com/ibs_isc/ibs-19/ibs-19-p29.pdf