• DocumentCode
    3057850
  • Title

    A Novel Financial Risk Evaluation Model Based on Adaptive Genetic Algorithm

  • Author

    Jiang, Junchen ; Zhang, Ling ; Liu, Zhibin

  • Author_Institution
    Coll. of Econ. & Trade, Agric. Univ. of Hebei, Baoding, China
  • Volume
    2
  • fYear
    2009
  • fDate
    22-24 May 2009
  • Firstpage
    396
  • Lastpage
    399
  • Abstract
    For the particularity of electric power enterprises themselves, the commonly methods used to forecast their financial risk is limited and inadequate. To forecast the financial risk of the power enterprises scientifically and accurately, this paper establishes a financial risk evaluation index system with the camel rating thinking, and then describes the adaptive genetic algorithm (AGA) evaluation mechanism. In this paper, we take the financial risk index data as the network operator samples. The financial risk forecast of 4 power enterprises in National Power Company shows that the improved model is stable and reliable, and this method to forecast the financial risk of the power enterprises is feasible.
  • Keywords
    financial management; genetic algorithms; power markets; risk management; adaptive genetic algorithm; camel rating thinking; electric power enterprise; financial management; financial risk evaluation index system; financial risk evaluation model; power enterprise; Cities and towns; Economic forecasting; Electronic commerce; Financial management; Genetic algorithms; Investments; Power system management; Predictive models; Risk management; Uncertainty; AGA; camel rating system; comprehensive evaluation; financial risk; index system;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Electronic Commerce and Security, 2009. ISECS '09. Second International Symposium on
  • Conference_Location
    Nanchang
  • Print_ISBN
    978-0-7695-3643-9
  • Type

    conf

  • DOI
    10.1109/ISECS.2009.210
  • Filename
    5209829