Title :
Financial Modeling and Credit Scoring with Neural Network
Author_Institution :
Sch. of Finance, Zhejiang Univ. of Finance & Econ., Hangzhou
Abstract :
In this paper, the backpropagation algorithm-the multilayer feedforward network structure is described . The proposed approach is experimented, tested to classify corporate financial performance using data with financial ratios Financial modeling for classification algorithms based on neural network is established. The study found that Levenberg Marque training error is smallest among 4 learning algorithms and its performance is better.
Keywords :
backpropagation; feedforward neural nets; financial data processing; pattern classification; Levenberg Marque training error; backpropagation; classification algorithms; corporate financial performance; credit scoring; financial modeling; learning algorithms; multilayer feedforward network; neural network; Artificial neural networks; Backpropagation algorithms; Classification algorithms; Classification tree analysis; Econometrics; Finance; Multi-layer neural network; Neural networks; Predictive models; Probability;
Conference_Titel :
Wireless Communications, Networking and Mobile Computing, 2007. WiCom 2007. International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-1311-9
DOI :
10.1109/WICOM.2007.1391
