计算机工程与应用 ›› 2009, Vol. 45 ›› Issue (14): 210-212.DOI: 10.3778/j.issn.1002-8331.2009.14.065
• 工程与应用 • 上一篇 下一篇
黄福员
收稿日期:
修回日期:
出版日期:
发布日期:
通讯作者:
HUANG Fu-yuan
Received:
Revised:
Online:
Published:
Contact:
摘要： 提出了一种改进型粒子群算法，并结合神经网络与模糊逻辑系统建立金融风险预警模型。将模型应用于信贷风险预警研究，仿真实例的结果表明，该模型所获得的预测准确性更高，是处理金融风险这类复杂经济系统预警问题的一种有效方法。
关键词: 粒子群算法, 模糊神经网络, 金融风险预警
Abstract: A Modified Particle Swarm Optimization algorithm（MPSO） is developed and then combined with neural network and fuzzy logic system to construct a financial risk early warning model.Furthermore，the new model has been applied to credit risk early warning problem，and the results indicate that the predictive accuracies by the new model are much higher.It seems that the proposed new model may be an efficient forecasting system for financial risk early warning problem.
Key words: particle swarm optimization, fuzzy neural network, financial risk early warning
黄福员. 金融风险预警的MPSO-FNN模型构建与应用[J]. 计算机工程与应用, 2009, 45(14): 210-212.
HUANG Fu-yuan. Construction of MPSO-FNN model for financial risk early warning and its application[J]. Computer Engineering and Applications, 2009, 45(14): 210-212.
0 / 推荐
导出引用管理器 EndNote|Ris|BibTeX
链接本文: http://cea.ceaj.org/CN/10.3778/j.issn.1002-8331.2009.14.065
http://cea.ceaj.org/CN/Y2009/V45/I14/210
