DocumentCode
519503
Title
Credit assessment for listed companies based on GA-BP model
Author
Wang, Hong-Lei
Author_Institution
Sch. of Int. Finance, Nanjing Univ. of Inf. Sci.&Technol., Nanjing, China
Volume
1
fYear
2010
fDate
17-18 April 2010
Firstpage
61
Lastpage
65
Abstract
This paper first constructed a financial index system for credit assessment of listed companies, then analyzed the defects of BP neural network model and found out it is easy to fall into the defect of local optical solution. By introducing the revised connection weight value of genetic algorithms, constructed GA-BP neural network model, and selected 80 companies listed from 2004 to 2007 as training samples, another 80 listed companies as test samples, to evaluate after screening indicators. The result shows high accuracy on assessment by using this model.
Keywords
backpropagation; credit transactions; financial data processing; genetic algorithms; neural nets; GA-BP neural network model; backpropagation; credit assessment; financial index system; genetic algorithm; listed companies; Companies; Ecosystems; Electronic mail; Finance; Genetic algorithms; Information analysis; Information science; Neural networks; Profitability; Risk management; BP neural network; credit assessment; genetic algorithm; listed company;
fLanguage
English
Publisher
ieee
Conference_Titel
E-Health Networking, Digital Ecosystems and Technologies (EDT), 2010 International Conference on
Conference_Location
Shenzhen
Print_ISBN
978-1-4244-5514-0
Type
conf
DOI
10.1109/EDT.2010.5496521
Filename
5496521
Link To Document