Classifying corporates default and non-default using machine learning Artificial Neural Network: multilayer perceptron / Nur Insyirah Mohamad Radzi, Murni Salina Rosidi and Nur Asyura Izzati Zailand

• Main Authors: Mohamad Radzi, Nur Insyirah, Rosidi, Murni Salina, Zailand, Nur Asyura Izzati
• Format: Student Project
• Language: English
• Published: 2023
• Subjects: Dissertations, Academic. Preparation of theses
• Online Access: https://ir.uitm.edu.my/id/eprint/93502/1/93502.pdf; https://ir.uitm.edu.my/id/eprint/93502/
• Institution: Universiti Teknologi Mara

The purpose of this study is to classify the default and non-default of corporates using machine learning Artificial Neural Network (ANN) with KMV-Merton’s probability default as its dependent variables and to identify the most significant variables that give impact on corporates default risk. This...