• 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