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Evaluating probability of default : intelligent agents in managing a multi-model system
Perko, Igor ; Gradišar, Miro ; Bobek, Samo, 1958-
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.
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