Predicting risks of capital flow using artificial neural network and Levenberg Marquardt algorithm

Author

Wang, Xi-ping ; Huang, Yuan-sheng

Author_Institution

Dept. of Econ. & Manage., North China Electr. Power Univ., Baoding

Volume

3

fYear

2008

fDate

12-15 July 2008

Firstpage

1353

Lastpage

1357

Abstract

Under the opening economic circumstances, forecasting the risks of capital flow has special significance. For effectively early warning the risks associated with capital flow, a new evaluation index system of risks was created on the basis of thirteen influencing variables. Then a three-layered neural feedforward network was employed to predict the risks of capital flow. The Levenberg-Marquardt algorithm was used to train the neural network. The simulation results indicate that the predictive model can be used to carry out the early warning of capital flow risks.

Keywords

economic forecasting; feedforward neural nets; financial data processing; risk management; Levenberg Marquardt algorithm; artificial neural network; capital flow; evaluation index system; opening economic circumstances; risk prediction; three-layered neural feedforward network; Alarm systems; Artificial neural networks; Cybernetics; Economic forecasting; Machine learning; Machine learning algorithms; Macroeconomics; Power generation economics; Predictive models; Signal analysis; Artificial neural network; Forecasting model; Levenberg-Marquardt algorithm; Risk of capital flow;

fLanguage

English

Publisher

ieee

Conference_Titel

Machine Learning and Cybernetics, 2008 International Conference on

Conference_Location

Kunming

Print_ISBN

978-1-4244-2095-7

Electronic_ISBN

978-1-4244-2096-4

Type

conf

DOI

10.1109/ICMLC.2008.4620615

Filename

4620615