Evaluating probability of default: Intelligent agents in managing a multi-model system |
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| Authors: | Igor Perko Miro Gradisar Samo Bobek |
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| Affiliation: | 1. Faculty of Economics and Business, University of Maribor, Slovenia;2. Faculty of Economics, University of Ljubljana, Slovenia;1. Department of Business Administration, Yeungnam University, Gyeongbuk 38541, Republic of Korea;2. Department of Finance, Hallym University, Gangwon-Do, Republic of Korea;3. College of Economics, Sungkyunkwan University, Seoul 03063, Republic of Korea;1. School of Economics and Management, Beijing Jiaotong University, China;2. School of Information Systems and Technology Management, UNSW Business School, UNSW Sydney, Australia;3. School of Information Science and Engineering, Yanshan University, Qinhuangdao, China;1. UNSW Australia Business School, Sydney 2052, Australia;2. UNSW Australia Business School, Commonwealth Bank Australia, Sydney, Australia |
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| Abstract: | 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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