Abstract
The paper presents concept of vector parameters characterizing creditworthiness of municipalities and its modelling possibilities. Based on designed model and structures of radial basic functions neural networks, the modelling is realized with the aim to classify municipalities into classes. Further, the article includes sensitivity analysis of individual parameter vector components. Sensitivity analysis represents exploring contributions of individual vector components to classification quality.
Preview
Unable to display preview. Download preview PDF.
Similar content being viewed by others
References
Loviscek, L.A., Crowley, F.D.: Municipal Bond Ratings and Municipal Debt Management. Marcel Dekker, New York (2003)
Olej, V., Hajek, P.: Hierarchical Structure of Fuzzy Inference Systems Design for Municipal Creditworthiness Modelling. WSEAS Transactions on Systems and Control 2, 162–169 (2007)
Olej, V., Hajek, P.: Modelling of Municipal Rating by Unsupervised Methods. WSEAS Transactions on Systems 7, 1679–1686 (2006)
Hájek, P., Olej, V.: Municipal creditworthiness modelling by kohonen’s self-organizing feature maps and LVQ neural networks. In: Rutkowski, L., Tadeusiewicz, R., Zadeh, L.A., Zurada, J.M. (eds.) ICAISC 2008. LNCS (LNAI), vol. 5097, pp. 52–61. Springer, Heidelberg (2008)
Hajek, P., Olej, V.: Municipal creditworthiness modelling by kohonen’s self-organizing feature maps and fuzzy logic neural networks. In: Kůrková, V., Neruda, R., Koutník, J. (eds.) ICANN 2008, Part I. LNCS, vol. 5163, pp. 533–542. Springer, Heidelberg (2008)
Broomhead, D.S., Lowe, D.: Multivariate Functional Interpolation and Adaptive Networks. Complex Systems 2, 321–355 (1988)
Moody, J., Darken, C.J.: Fast Learning in Networks of Locally Tuned Processing Units. Neural Computing 1, 281–294 (1989)
Poggio, T., Girosi, F.: Regularization Algorithms for Learning that are Equivalent to Multilayer Networks. Science 247, 978–982 (1990)
Niyogi, P., Girosi, F.: On the Relationship between Generalization Error, Hypothesis Complexity, and Sample Complexity for Radial Basis Functions. Massachusetts Institute of Technology Artificial Intelligence Laboratory, Massachusetts (1994)
Haykin, S.: Neural Networks: A Comprehensive Foundation. Prentice-Hall Inc., Englewood Cliffs (1999)
Poggio, T., Girosi, F.: Networks for Approximation and Learning. Proc. of the IEEE 78, 1481–1497 (1990)
Park, J., Sandberg, I.W.: Universal Approximation using Radial Basis Function Network. Neural Computing 3, 246–257 (1991)
Wettschereck, D., Dietterich, T.: Improving the Performance of Radial Basis Function Networks by Learning Center Locations. In: Advances in Neural Information Processing Systems, vol. 4, pp. 1133–1140. Morgan Kaufman Publishers, San Francisco (1992)
Orr, M.J.: Regularisation in the Selection of Radial Basis Function Center. Neural Computing 7, 606–623 (1995)
Tou, J.T., Gonzales, R.C.: Pattern Recognition Principles. Addition-Walley Publishing Comp., Massachusetts (1974)
Kohonen, T.: Self-organizing Maps. Springer, New York (2001)
Carpenter, G.A., Grossberg, S., Reynolds, J.H.: ARTMAP: Supervised Real-time Learning and Classification of Non-stationary Data by a Self-organizing Neural Network. Neural Networks 5, 565–588 (1991)
Speckt, D.F.: Probabilistic Neural Networks. Neural Networks 1, 109–118 (1990)
Cristianini, N., Shawe-Taylor, J.: Introduction to Support Vector Machines and other Kernel-based Learning Methods. Cambridge University Press, Cambridge (2000)
Bishop, C.M.: Pattern Recognition and Machine Learning. Springer, Cambridge (2006)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Olej, V., Hajek, P. (2009). Municipal Creditworthiness Modelling by Radial Basis Function Neural Networks and Sensitive Analysis of Their Input Parameters. In: Alippi, C., Polycarpou, M., Panayiotou, C., Ellinas, G. (eds) Artificial Neural Networks – ICANN 2009. ICANN 2009. Lecture Notes in Computer Science, vol 5769. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04277-5_51
Download citation
DOI: https://doi.org/10.1007/978-3-642-04277-5_51
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-04276-8
Online ISBN: 978-3-642-04277-5
eBook Packages: Computer ScienceComputer Science (R0)