A STUDY ON THE DEVELOPMENT OF THE INTEGRATIVE CREDIT RATING SYSTEMS USING ROUGH SET ANALYSIS

摘要

Several statistical and artificial intelligence techniques have been applied to improve the predictability of credit ratings. The integrative models and systems have also been developed by effectively combining different modeling processes or combining the outcomes of individual models. This paper introduces rough set theory and uses it for combining individual outcomes. An experiment was conducted to compare the prediction capability of the combined method with that of other methods. The proposed rough set method outperformed the others.