文章基本信息

标题：Avaliação de insolvência em cooperativas de crédito: uma aplicação de redes neurais artificiais e do sistema PEARLS
本地全文：下载
作者：Isabel Cristina Gozer ; Régio Marcio Toesca Gimenes ; Emílio Araújo Menezes 等
期刊名称：Revista GEPEC
印刷版ISSN：1679-415X
电子版ISSN：1679-415X
出版年度：2014
卷号：18
期号：1
页码：6-30
语种：Portuguese
出版社：Universitade Estadual de Oeste do Paraná.
摘要：The present study aimed to analyze the state of insolvency of mutual cooperative credit unions in the state of Paraná, Brazil, building a mathematical model based on Artificial Neural Networks (ANN), whose main feature is the ability to process information, using factors of brain functioning such as the ability to learn, decide and adapt to changes as inspiration. The information needed to build the model was obtained from a sample of 62 mutual credit unions (31 solvent ones and 31 insolvent) by calculating the financial indicators of the PEARLS system. Algorithms of RBFNetwork, MultilayerPerceptron and MultilayerPerceptronCS neural networks, from Weka Software Package, a tool utilized in Data Mining Tool, were used to model 27, 10 and 11 indicators. The Artificial Neural Network (ANN) with MultilayerPerceptron and MultilayerPerceptronCS algorithms modeling 27 indicators showed a better performance when compared with other built networks.
关键词：Redes Neurais Artificiais;Cooperativismo de Crédito;Insolvência;Desenvolvimento Regional.