• 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