DocumentCode
2914182
Title
The model and application of the financial risk forecast in electric power enterprises based on improved BP neural network algorithm
Author
Liu, Zhibin ; Yang, Shaomei
Author_Institution
North China Electr. Power Univ., Beijing
fYear
2007
fDate
18-20 Nov. 2007
Firstpage
1077
Lastpage
1081
Abstract
For the particularity of electric power enterprises themselves, the commonly methods used to forecast their financial risk is limited and inadequate. To forecast the financial risk of the power enterprises scientifically and accurately, this paper proposes the improved BP neural network imports the adjustable activation function and Levenberg -Marquardt optimization algorithm. The improved model not only simulate the expert in forecasting the financial risk and avoiding the subjective mistakes in the evaluation process, but also enhance the learning accuracy and the algorithm convergence speed greatly. The financial risk forecast of 12 power enterprises in National Power Company shows that the improved model is stable and reliable, and this method to forecast the financial risk of the power enterprises is feasible.
Keywords
backpropagation; electricity supply industry; financial management; neural nets; optimisation; power engineering computing; BP neural network algorithm; Levenberg-Marquardt optimization algorithm; electric power enterprise; financial risk forecast; Companies; Convergence; Financial management; Hopfield neural networks; Intelligent networks; Intelligent systems; Neural networks; Neurons; Power system modeling; Predictive models;
fLanguage
English
Publisher
ieee
Conference_Titel
Grey Systems and Intelligent Services, 2007. GSIS 2007. IEEE International Conference on
Conference_Location
Nanjing
Print_ISBN
978-1-4244-1294-5
Electronic_ISBN
978-1-4244-1294-5
Type
conf
DOI
10.1109/GSIS.2007.4443438
Filename
4443438
Link To Document