An Improved Fuzzy Artificial Neural Network by Ant Algorithm and Its Application in the Finance Risk Forecasting

被引:0
作者
Song Xiaohua [1 ]
Zhang Qi [1 ]
Wang Jun [1 ]
机构
[1] N China Elect Power Univ, Management & Business Acad, Beijing, Peoples R China
来源
PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON RISK MANAGEMENT & ENGINEERING MANAGEMENT, VOLS 1 AND 2 | 2008年
关键词
Ant Algorithm; Fuzzy Artificial Neural Network; BP algorithm; Risk Forecasting;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
The construction of an effective and practical financial risk forecasting model is the increasingly urgent need of the stakeholders. Aiming at the issue of fuzzy neural network learning algorithm being prone to getting the local extreme value, this paper introduces the ant algorithm and establishes an improved identifying financial forecasting model based on fuzzy artificial neural network. The article chooses 170 listed companies' financial ratios as a sample, studying the improved identifying financial forecasting model based on fuzzy artificial neural network, and the empirical result shows that the forecast accuracy of the improved program has improved greatly.
引用
收藏
页码:28 / 31
页数:4
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