DocumentCode
3511461
Title
Financial Modeling and Credit Scoring with Neural Network
Author
Ye Qian
Author_Institution
Sch. of Finance, Zhejiang Univ. of Finance & Econ., Hangzhou
fYear
2007
fDate
21-25 Sept. 2007
Firstpage
5676
Lastpage
5679
Abstract
In this paper, the backpropagation algorithm-the multilayer feedforward network structure is described . The proposed approach is experimented, tested to classify corporate financial performance using data with financial ratios Financial modeling for classification algorithms based on neural network is established. The study found that Levenberg Marque training error is smallest among 4 learning algorithms and its performance is better.
Keywords
backpropagation; feedforward neural nets; financial data processing; pattern classification; Levenberg Marque training error; backpropagation; classification algorithms; corporate financial performance; credit scoring; financial modeling; learning algorithms; multilayer feedforward network; neural network; Artificial neural networks; Backpropagation algorithms; Classification algorithms; Classification tree analysis; Econometrics; Finance; Multi-layer neural network; Neural networks; Predictive models; Probability;
fLanguage
English
Publisher
ieee
Conference_Titel
Wireless Communications, Networking and Mobile Computing, 2007. WiCom 2007. International Conference on
Conference_Location
Shanghai
Print_ISBN
978-1-4244-1311-9
Type
conf
DOI
10.1109/WICOM.2007.1391
Filename
4341166
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