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Evaluating probability of default: Intelligent agents in managing a multi-model system

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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]
Copyright of Expert Systems with Applications is the property of Pergamon Press - An Imprint of Elsevier Science and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Database: Engineering Source
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DbLabel: Engineering Source
An: 57533231
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PubType: Academic Journal
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  Data: <searchLink fieldCode="AR" term="%22Perko%2C+Igor%22">Perko, Igor</searchLink><relatesTo>1</relatesTo><i> Igor.perko@uni-mb.si</i><br /><searchLink fieldCode="AR" term="%22Gradisar%2C+Miro%22">Gradisar, Miro</searchLink><relatesTo>2</relatesTo><br /><searchLink fieldCode="AR" term="%22Bobek%2C+Samo%22">Bobek, Samo</searchLink><relatesTo>1</relatesTo>
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  Data: 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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  Data: <i>Copyright of Expert Systems with Applications is the property of Pergamon Press - An Imprint of Elsevier Science and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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