Artificial Neural Network Models Based Financial Risk Forewarning Management and Analysis of Listed Company

Xue Xia Dou

doi:10.4028/www.scientific.net/AMM.446-447.1381

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 446-447Artificial Neural Network Models Based Financial...

Artificial Neural Network Models Based Financial Risk Forewarning Management and Analysis of Listed Company

Abstract:

With the deepening of economic reform and the expansion of the securities market, listed companies in China are facing increasingly serious challenges. The financial forewarning research of listed companies started relatively a little late in China, although some achievements have been made in recent years, there are still many problems in comparison with foreign countries. This article analyzes the situation of financial forewarning research on listed companies home and abroad, it noted the current problems of our listed company. In order to achieve the purpose of implementing dynamic forewarning, we selected the network model of artificial neural network, mainly focusing on the problems in financial forewarning system of our listed companies, and pose empirical analysis based on the listed company data. After been proved, the model not only has good judgment on the financial situation, but also has the advantage of simplicity.

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Periodical:

Applied Mechanics and Materials (Volumes 446-447)

Pages:

1381-1386

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.446-447.1381

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Online since:

November 2013

Authors:

Xue Xia Dou

Keywords:

Analysis, Artificial Neural Network (ANN), Financial Risk Forewarning Management, Listed Company

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References

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