BP artificial neural network modeling of early-warning on financial derivatives' risk

被引：0
|
作者：
Huang, Yingli [1 ]
机构：
[1] Renmin Univ China, Sch Business, Beijing 100872, Peoples R China
来源：
Fifth Wuhan International Conference on E-Business, Vols 1-3: INTEGRATION AND INNOVATION THROUGH MEASUREMENT AND MANAGEMENT | 2006年
关键词：
back propagation artificial neural network; financial derivatives; disclosure;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper addresses the development of an early-warning model for the risk of financial derivatives' (FD). The risks of derivatives are so complicated and the speed of spread is so rapid, that understanding the exact risk of FD by disclosure is needed. An early-warming model for derivatives is designed. After being trained and learning 342 times, the results indicate that early-warning of the risk of derivatives based on back propagation artificial neural network (BP-ANN) can be achieved.
引用
收藏
页码：1483 / 1488
页数：6
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