DocumentCode :
2914182
Title :
The model and application of the financial risk forecast in electric power enterprises based on improved BP neural network algorithm
Author :
Liu, Zhibin ; Yang, Shaomei
Author_Institution :
North China Electr. Power Univ., Beijing
fYear :
2007
fDate :
18-20 Nov. 2007
Firstpage :
1077
Lastpage :
1081
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 proposes the improved BP neural network imports the adjustable activation function and Levenberg -Marquardt optimization algorithm. The improved model not only simulate the expert in forecasting the financial risk and avoiding the subjective mistakes in the evaluation process, but also enhance the learning accuracy and the algorithm convergence speed greatly. The financial risk forecast of 12 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 :
backpropagation; electricity supply industry; financial management; neural nets; optimisation; power engineering computing; BP neural network algorithm; Levenberg-Marquardt optimization algorithm; electric power enterprise; financial risk forecast; Companies; Convergence; Financial management; Hopfield neural networks; Intelligent networks; Intelligent systems; Neural networks; Neurons; Power system modeling; Predictive models;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Grey Systems and Intelligent Services, 2007. GSIS 2007. IEEE International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-1294-5
Electronic_ISBN :
978-1-4244-1294-5
Type :
conf
DOI :
10.1109/GSIS.2007.4443438
Filename :
4443438
Link To Document :
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