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銀行授信決策應用類神經網路之研究-抵押貸款之實證研究
Thesis

銀行授信決策應用類神經網路之研究-抵押貸款之實證研究

杜慶麟
Masters, 國立清華大學, 工業工程與工程管理學系
1996

Abstract

抵押貸款 類神經網路 模糊集合 授信決策 專家系統 Mortgage Loan Artificial Neural Network Fuzzy Sets Decision-making Expert System
Loan assessment is an important decision-making process of commercial banks. Conventionally, the loan approval decision is made by more senior and experienced staffs of the banks. This research applies an Artificial Neural Network (ANN) approach to model the decision-making process of experienced mortgage loan assessors. The ANN is trained based on the previous assessors' judgment and learns to mimic their assessment skills. The variables used in the ANN model are quantified using fuzzy set theory to better represent loan assessment factors. Further more, the system offers benefits of reducing decision errors in loan approvals and also offers a rational means to evaluate and monitor the consistency and correctness of mortgage loan approval operation.

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