基于椭圆概率神经网络的企业财务危机预警被引量：3

Research on Pre-warning of Enterprise Financial Crisis Based on Oval Probabilistic Neural Network

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摘要在国际经济一体化的大环境下,随着企业竞争的日趋激烈,企业进行财务危机的预警显得尤为重要。基于椭圆概率神经网络的财务危机预警方法是概率神经网络的改进,考虑代表输入变量重要性的变量权值、代表样本有效范围的核宽倒数及代表样本可靠程度的数据权值,利用该方法对企业财务危机进行预测。实证分析结果证明:此方法的优越性有较高的预测准确性,能够为中国资本市场的发展提供很大的帮助。 As the fierce competition among enterprises is becoming more and more obvious, the early warning of the financial crisis becomes particularly important in the international economic integration environment. In this paper, the financial distress prediction method is based on elliptic probabilistic neural network. It＇s the improvement of the probabilistic neural network. It considers the variable weight that represents the importance of the input variables, the width reciprocal that represents the effective range of samples and the data weights that represents the reliability of samples. Finally, we obtain the higher prediction accuracy of this method through empirical analysis. And it can help develop China＇s capital market.

作者吴冲张霞张新颖

机构地区哈尔滨工业大学经济与管理学院

出处《统计与信息论坛》 CSSCI 2013年第2期18-22,共5页 Journal of Statistics and Information

基金国家自然科学基金项目<基于改进的概率神经网络的分类预测方法的理论算法与应用研究>(71271070)

关键词企业财务危机预警椭圆概率神经网络概率神经网络 pre^warning of the financial crisis elliptic probabilistic neural network probabilistic neural network

分类号 O211.67 [理学—概率论与数理统计] F406.7 [经济管理—产业经济]

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