This study analyses the situation of a bank that wants to create an Internal Rating System (IRB). A credit institute can decide to simulate rating judgements from an external rating agency, like Standard and Poor's or Moody's or Fitch Rating. This research compares different frameworks of neural...

Based on the robustness criterion, this paper provides a new way to deal with the stability of T–S fuzzy system. A sufficient criterion is proposed to guarantee quadratic stability of the fuzzy model globally. The existence well-known problem of the common P for a set of Lyapunov equations in...