Bibliographic Details
| Title: |
Evaluating probability of default: Intelligent agents in managing a multi-model system |
| Authors: |
Perko, Igor1 Igor.perko@uni-mb.si, Gradisar, Miro2, Bobek, Samo1 |
| Source: |
Expert Systems with Applications. May2011, Vol. 38 Issue 5, p5336-5345. 10p. |
| Subjects: |
Multiagent systems, Probability theory, Knowledge management, Ontologies (Information retrieval), Prediction models, Business intelligence, Evaluation methodology, Information theory |
| Abstract: |
Abstract: For the successful probability of default (PD) evaluation with the application of multiple prediction models two issues should be addressed: the accuracy of the analytic models which decreases over time and the evaluation of results which must be presented in a uniform shape. To deal with these two issues, a multi-agent system (MAS) and knowledge management systems (KMS) based process management system is proposed. The proposed system has two goals: to prevent the PD information quality deterioration by active management of analytical processes and to provide a universal access point allowing the simultaneous use of multiple prediction models. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
