| 基于动态人工神经网络的投资银行风险预警 |
| |
| 引用本文： | 杨丽敏,郗英,李淼.基于动态人工神经网络的投资银行风险预警[J].安徽工业大学学报,2006,23(1):96-100. |
| |
| 作者姓名： | 杨丽敏 郗英 李淼 |
| |
| 作者单位： | 西北工业大学,陕西西安710072;西北工业大学,陕西西安710072;西北工业大学,陕西西安710072 |
| |
| 摘 要： | 投资银行是金融体系的重要组成部分,从可量化监测的角度考察,选取了投资银行风险监测指标中包括市场风险、信用风险、流动性风险、资本风险在内的17个具体监测指标,构建了投资银行风险预警指标评价体系.运用基于数值优化的方法即L-M算法构建了基于前馈神经网络的投资银行风险预警模型.用训练好的BP神经网络模型,对检验样本进行了预测判别,结果显示出神经网络模型对我国投资银行风险具有较强的预测能力.
|
| 关 键 词： | 投资银行 风险预警 BP神经网络 L-M算法 |
| 文章编号： | 1671-7872（2006）01-0096-05 |
| 收稿时间： | 2005-06-09 |
| 修稿时间： | 2005-06-09 |
Investment Banks Risk Early Warning Based on BP Neural Network |
| |
| YANG Li-min,XI Ying,LI Miao.Investment Banks Risk Early Warning Based on BP Neural Network[J].Journal of Anhui University of Technology,2006,23(1):96-100. |
| |
| Authors: | YANG Li-min XI Ying LI Miao |
| |
| Abstract: | Investment Banks is an important part of the whole financial system. Grasps 17 analysis indexes which include market risk, loans risk, liquidity risk and capacity risk, and a new analysis indexes early warning system is put forward. Also, ajudging method of artificial neural network which is based on L-M algorithm is given in this paper. The application shows that the analysis indexes system and BP artificial neural network can evaluate the risk condition of investment bank effectively. |
| |
| Keywords: | investment bank early warning BP artificial neural network L-M algorithm |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
