| 基于递阶遗传算法和BP网络的财务预警 |
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| 引用本文： | 周辉仁,唐万生,任仙玲.基于递阶遗传算法和BP网络的财务预警[J].系统管理学报,2010,19(1). |
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| 作者姓名： | 周辉仁 唐万生 任仙玲 |
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| 作者单位： | 1. 天津大学,系统工程研究所,天津,300072
2. 中国海洋大学,经济学院,山东,青岛,266071 |
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| 基金项目： | 中国博士后科学基金资助项目 |
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| 摘 要： | 提出一种基于递阶遗传算法和BP神经网络的财务预警模型.现有的BP网络模式分类训练方法大都只能训练BP网络的权重,网络的结构得预先用某种方法确定.利用巧妙设计的递阶遗传算法能够把网络的结构和权重同时通过训练确定.以模式分类数据库中的数据进行训练和测试,并与其他模式分类模型相比较.结果表明,该模型更优,分类精确度更令人满意.根据上市公司的财务数据用所提出的方法进行财务预警是可行的.
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| 关 键 词： | 递阶遗传算法 BP神经网络 模式分类 财务预警 |
HGA-BP-Based Financial Crisis Warning Method |
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| ZHOU Hui-ren,TANG Wans-heng,REN Xian-ling.HGA-BP-Based Financial Crisis Warning Method[J].Systems Engineering Theory·Methodology·Applications,2010,19(1). |
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| Authors: | ZHOU Hui-ren TANG Wans-heng REN Xian-ling |
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| Institution: | ZHOU Hui-ren~1,TANG Wan-sheng~1,REN Xian-ling~2(1.Institute of Systems Engineering,Tianjin University,Tianjin 300072,China,2.School of Economics,Ocean University of China,Qingdao 266071,China) |
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| Abstract: | A financial crisis warning model,based on hierarchical genetic algorithm and BP neural network,is proposed.Different from the existing BP training method resulting only in determination of connection weights,a well-designed hierarchical genetic algorithm is used to train BP neural network with both connection weights and numbers of neurons in a hidden layer determined at the same time.The model is then used to classify the data of Wine.It is shown that the model based on hierarchical genetic algorithm and B... |
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| Keywords: | hierarchical genetic algorithm BP neural network pattern classification financial crisis warning |
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