• DocumentCode
    1636104
  • Title

    Research on financial crisis prediction model based on Rough Sets and Neural Network

  • Author

    Jie, Zhou ; Yan, Lin ; Xin, Liu

  • Author_Institution
    Accounting, Graduate College
  • fYear
    2011
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    With the development of the Rough Sets and Neural Network, dynamic prediction research on financial crisis has become as a developing trend. Based on this situation, this paper makes use of the Rough Sets´ attribute reduction technique to reduce the financial index firstly, then imposes the Neural Network to train network so as to establish financial crisis alarming model to drop out enterprise´s crisis. According to the analysis, we find the model´s prediction accuracy is very high, therefore, it can provide the effective investment basis for the listed companies´ investors.
  • Keywords
    Accuracy; Artificial neural networks; Companies; Indexes; Predictive models; Rough sets; Training; Financial Crisis Alarming; Neural Network; Rough Sets;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    E -Business and E -Government (ICEE), 2011 International Conference on
  • Conference_Location
    Shanghai, China
  • Print_ISBN
    978-1-4244-8691-5
  • Type

    conf

  • DOI
    10.1109/ICEBEG.2011.5881698
  • Filename
    5881698