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Evaluating probability of default : intelligent agents in managing a multi-model systemPerko, 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.Source: Expert systems with applications. - ISSN 0957-4174 (Vol. 38, iss. 5, May 2011, str. 5336-5345)Type of material - article, component partPublish date - 2011Language - englishCOBISS.SI-ID - 14617110
source: Expert systems with applications. - ISSN 0957-4174 (Vol. 38, iss. 5, May 2011, str. 5336-5345)
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Database name | Field | Year |
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Perko, Igor | 24370 |
Gradišar, Miro | 03158 |
Bobek, Samo, 1958- | 05824 |
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