The use of artificial neural networks in the modeling of foreclosure of commercial mortgages is explored by employing a large set of individual loan histories previously used in the literature of proportional hazard models, and specifically in Vandell et al (JAREUEA: 21(4), 451-480). Radial...

This manuscript explores the use of artificial neural networks in the modeling of foreclosure of commercial mortgages. The study employs a large set of individual loan histories previously used in the literature of proportional hazard models on loan default. Radial basis function networks are...