| 金融控股公司风险预警模型构建及其应用 |
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| 引用本文： | 王忠生,程湛弢.金融控股公司风险预警模型构建及其应用[J].系统工程,2010(12). |
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| 作者姓名： | 王忠生 程湛弢 |
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| 作者单位： | 湖南大学金融与统计学院; |
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| 基金项目： | 国家社会科学基金重点资助项目(08AJY008); 国家自然科学基金资助项目(70873037); 湖南省社会科学基金资助项目(09YBB082); 湖南大学“中央高校基本科研业务费专项资金”资助项目 |
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| 摘 要： | 在选取风险预警指标、构建BP神经网络风险预警模型的基础上,运用MATLAB神经网络工具箱NNT对金融控股公司模型进行模拟实现。采集大陆和台湾的金融控股公司的年报数据,进行数据的统计分析,然后运用金融控股公司风险预警模型对20个金融控股集团样本进行训练,并对剩余的6个金融控股集团样本进行仿真,取得良好的仿真效果。
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| 关 键 词： | 金融控股公司 风险预警 BP神经网络 |
The Construction and Application of Early-warning Model of Risk in Financial Holding Company |
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| WANG Zhong-sheng,CHENG Zhan-tao.The Construction and Application of Early-warning Model of Risk in Financial Holding Company[J].Systems Engineering,2010(12). |
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| Authors: | WANG Zhong-sheng CHENG Zhan-tao |
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| Institution: | WANG Zhong-sheng,CHENG Zhan-tao(College of Finance and Satistics,Hunan University,Changsha 410079,China) |
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| Abstract: | On the basis of the selection of the risk early-warning indicators and the construction of BP neural network in the risk early-warning model,this paper carries out the simulation of the model by using of MATLAB neural network toolbox NNT.We collected annual report data from the financial holding companies in mainland and Taiwan,and made the statistical analysis of data.Then we used the risk early-warning model to train 20 sample financial holding groups,and made the simulation of the remaining six samples o... |
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| Keywords: | Financial Holding Company Risk Early-warning BP Network |
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