Abstract:

Aiming at the problem in the application of the RBF（Radial Basis Function） neural network to the credit score, we propose a RBF neural network classification under the Linex loss function, and produce the test results on the Germany  credit score data sets among the UCI（University of California Irvine）. The results illuminate that the method proposed in this paper may effectively solve the problem in the application of the RBF neural network to the credit score.

Key words: Linex loss function, radial basis function neural network, credit score