Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ Polythematic Online ...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
addClaim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

Разработка системы оценки кредитного рейтинга стра Н

Разработка системы оценки кредитного рейтинга стра Н

Abstract

В работе предложен новый подход к определению рейтинга кредитоспособности государств, на основе современных математических моделей, таких, как нейросетевая модель, множественная регрессия, нелинейное многомерное моделирование, кластерный анализ, дискриминантный анализ. С такими показателями стран, как ВВП на душу населения, объем ВВП, годовой темп прироста ВВП, ПИИ приток иностранных инвестиций, уровень безработицы, инфляция индекса потребительских цен, размер государственного долга в процентах от ВВП были проведены следующие анализы: дискриминантный, кластерный, кроме того, была простроена модель множественной регрессии, нелинейная модель, а также нейронная сеть. Полученные по каждой модели результаты были объединены в систему оценки кредитного рейтинга стран «7М»

This work presents a new approach to the countries’ credit rating definition, based on the advanced mathematical models, such as neural network model, multiple regression, cluster analysis and discriminant analysis. A range of the analyses such as discriminant, cluster, multiple regression models and a neural network were performed on the following economic figures: GDP per capita, GDP value, annual growth rate of GDP, FDI foreign investment, rate of unemployment, consumer price inflation index, the size of government debt in percentage of GDP. The results, obtained for each model were combined in the countries’ credit rating estimation system called "7M"

Keywords

РЕЙТИНГ КРЕДИТОСПОСОБНОСТИ,МНОЖЕСТВЕННАЯ РЕГРЕССИЯ,КЛАСТЕРНЫЙ АНАЛИЗ,ДИСКРИМИНАНТНЫЙ АНАЛИЗ,НЕЙРОННАЯ СЕТЬ,НЕЛИНЕЙНАЯ МОДЕЛЬ,CREDIT RATING,MULTIPLE REGRESSION,CLUSTER ANALYSIS,DISCRIMINANT ANALYSIS,NEURAL NETWORK,NONLINEAR MODEL

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
gold