Title :
Integrated Risk Early Warning of Institutional Investors Based on BP Network
Author :
Feng, Tian Qing ; Ding, Yang Nai ; Jiao, Jiang Ji
Author_Institution :
Sch. of Manage., Northwestern Polytech. Univ., Xi´´an
Abstract :
This study was aimed at developing an integrated risk early warning pattern of institutional investors with BP network. By indicating advantages of BP network in dealing with various risk factors, it´s formed an integrated risk early warning model, which is optimized structurally through training and testing. It presents a type of an improved BP network algorithm with adjusting function by fuzzy inference and applies it to the optimization of risk early warning indexes. The simulation shows that this model will be well on describing the holistic risk status, distilling key risk factors, and adopting systematic risk countermeasures for institutional investors
Keywords :
backpropagation; economic indicators; fuzzy reasoning; investment; optimisation; risk management; fuzzy inference; improved BP network algorithm; institutional investors; integrated risk early warning model; risk early warning index optimization; Alarm systems; Artificial neural networks; Crisis management; Fuzzy neural networks; Fuzzy systems; Inference algorithms; Management training; Neural networks; Risk management; Testing; Artificial neural network; BP algorithm; Fuzzy inference system; Risk management;
Conference_Titel :
Management Science and Engineering, 2006. ICMSE '06. 2006 International Conference on
Conference_Location :
Lille
Print_ISBN :
7-5603-2355-3
DOI :
10.1109/ICMSE.2006.314089
