DocumentCode
2870005
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
Volume
9
fYear
2010
fDate
22-24 Oct. 2010
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ICCASM.2010.5622960
Filename
5622960
Link To Document