Title :
The risk warning model of Chinese listed companies based on logistic regression and BP neural network
Author :
Lihui, Zhou ; Yan, Wang
Author_Institution :
Coll. of Sci., Hebei Polytech. Univ., Tangshan, China
Abstract :
In order to study the early warning of companies´ financial risk, this paper used two models based on factor analysis, which are logistic regression and BP neural network. Finally, for the warming accuracy, BP neural network model is better than logistic regression model.
Keywords :
financial data processing; neural nets; regression analysis; risk analysis; BP neural network; Chinese listed companies; factor analysis; financial risk; logistic regression; risk warning model; Accuracy; Analytical models; Artificial neural networks; Companies; Logistics; Mathematical model; Predictive models; BP neural network; Financial risk; Logistic regression; factor analysis;
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
Electronic_ISBN :
978-1-4244-7237-6
DOI :
10.1109/ICCASM.2010.5622960
