Application Research Of Uncertain Theory Model In The Credit Scoring Of A Firm

In order to simplify the set of financial ratios in the credit rating of a firm, we use factor analysis to condense the financial ratios into five comprehensive factors. This will help to promote the accuracy and efficiency in the credit rating of a firm. Fuzzy Comprehensive Assessment Model is used. But we make some improvements. We first point out one defect in current articles that use information entropy method to give the coefficients of the influenced factors in the credit rating of a firm. Then three formulations are given to show how to give changeable coefficients in this model. Not-clearly-classification and not-reasonable-classification are two problems when we use Fuzzy Comprehensive Assessment Model in the credit rating of a firm. Attribute Recognition Theoretical Model seems a promising method to solve these problems. We establish a complete Attribute Recognition Theoretical Model suitable for the credit rating of a firm. Two distinguish methods are given to determine the coefficients of influenced factors in this model. We also make a comparison between Fuzzy Comprehensive Assessment Model and Attribute Recognition Theoretical Model. Grey System Theory is introduced to measure the credit state of a firm under incomplete data circumstance. A Grey Theory Recognition Model suitable for the credit rating of a firm is established. In this model we creatively use Grey Relational Theory to determine the coefficients of influenced factors. We often use more than one method to do the rating work. But how do we make the final conclusion in case of using different methods having different results? So we introduce the indexes of Compatibility Degree and Difference Degree to evaluate the methods. Then Grey Decision Making Theory is used to determine which credit degree the rated firm belongs to.