System method and computer program for credit evaluation using artificial neural network

摘要

An input vector corresponding to the input data set by receiving an input data set including a value for at least one item of at least one item related to a financial service application and at least one item for an applicant using machine learning A hidden vector having a lower dimension than the input vector is generated from, and the hidden vector is corrected based on a hidden vector distribution, and a value for at least one item of the input data set is missing from the corrected hidden vector. A missing data predictor for outputting a reconstruction vector including a predicted value for the value; And a credit evaluation processing unit that performs credit evaluation on the application based on the reconstruction vector.