Author(s)

Vincenzo Pacelli, Michele Azzollini

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The objective of the research is to analyze the ability of the artificial neural network model developed to forecast the credit risk of a panel of Italian manufacturing companies. In a theoretical point of view, this paper introduces a litera-ture review on the application of artificial intelligence systems for credit risk management. In an empirical point of view, this research compares the architecture of the artificial neural network model developed in this research to an-other one, built for a research conducted in 2004 with a similar panel of companies, showing the differences between the two neural network models.

Credit Risk, Forecasting, Artificial Neural Networks

V. Pacelli and M. Azzollini, "An Artificial Neural Network Approach for Credit Risk Management," Journal of Intelligent Learning Systems and Applications, Vol. 3 No. 2, 2011, pp. 103-112. doi: 10.4236/jilsa.2011.32012.