| 基于蚁群神经网络的财务危机预警方法 |
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| 引用本文： | 庞清乐,刘新允. 基于蚁群神经网络的财务危机预警方法[J]. 数理统计与管理, 2011, 30(3): 554-561 |
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| 作者姓名： | 庞清乐 刘新允 |
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| 作者单位： | 1. 山东工商学院信息与电子工程学院,山东烟台,264005
2. 山东工商学院财务处,山东烟台,264005 |
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| 基金项目： | 国家自然科学基金资助(70772026); 中国博士后科学基金资助项目(20090461204) |
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| 摘 要： | 为了克服神经网络财务危机预警方法收敛慢、不收敛和网络结构难以确定等缺陷,提出了基于蚁群算法的改进神经网络财务危机预警方法。将神经网络模型的结构和参数进行编码,利用蚁群算法确定若干个神经网络模型的结构和参数,然后通过评价函数得到神经网络的最佳结构,最后通过BP算法训练该神经网络,得到神经网络财务危机预警模型。验证结果表明,该模型结构简单、预警精度高。
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| 关 键 词： | 财务危机 预警 神经网络 蚁群算法 |
Ant Colony Algorithms and Neural Network Based Early-warning System for Enterprise Financial Distress |
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| PANG Qing-le,LIU Xin-yun. Ant Colony Algorithms and Neural Network Based Early-warning System for Enterprise Financial Distress[J]. Application of Statistics and Management, 2011, 30(3): 554-561 |
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| Authors: | PANG Qing-le LIU Xin-yun |
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| Affiliation: | PANG Qing-le~1 LIU Xin-yun~2 (1.School of Information and Electronic Engineering,Shandong Institute of Business and Technology,Shandong Yantai 264005,China,2.Finance Department,China) |
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| Abstract: | In order to overcome the defects of the neural network early-warning system for enterprise financial distress including slow convergence,non-convergence and difficulty in determining network structure, the improved neural network early-warning method for enterprise financial distress based on ant colony algorithm is presented.First,the structure and parameters of the neural network is encoded. Some structures and initiating parameters of neural network are obtained by the ant colony algorithm. Then,the opti... |
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| Keywords: | financial distress early-warning neural network ant colony algorithm |
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