Оценка кредитоспособности заемщиков на основе нечеткого логического вывода

Abstract

The paper describes the problem of determining the borrower’s creditworthiness according to its known characteristics. An approach for its solution is considered using the mathematical apparatus of fuzzy logic, which allows to formalize both linguistic parameters and the data given approximately. To fully implement the proposed model for assessing the creditworthiness of potential bank customers, it is necessary to create a knowledge base, which consists of a database and a rule base. The most important step in the development of a knowledge base is the creation of a rule base. For its formation, when using the fuzzy modeling methodology to solve the problem of assessing the creditworthiness of borrowers, it is appropriate to use a decision tree that allows you to streamline the list of criteria that the borrower must inform the lender to evaluate its creditworthiness. As a result, a model for assessing the creditworthiness of borrowers based on fuzzy logic, implemented using the Sugeno method, is proposed. The paper describes the software implementation of the proposed model, and also shows its work on an illustrative example.