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

fYear

2006

fDate

5-7 Oct. 2006

Firstpage

1836

Lastpage

1841

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Management Science and Engineering, 2006. ICMSE '06. 2006 International Conference on

Conference_Location

Lille

Print_ISBN

7-5603-2355-3

Type

conf

DOI

10.1109/ICMSE.2006.314089

Filename

4105193