Research on Wavelet Basis Function Based Fuzzy Neural Network Model on Financial Risk Evaluation
With the development of freedom, globalization and innovation in financial system, more and more financial organizations have been faced complicated risk environment; so financial risk has been paid more and more attention in recent years. In this paper, a fuzzy neural network based method for financial risk evaluation is proposed. First, a set of evaluation index system on financial risk is set up and then an evaluation model by means of wavelet basis function based fuzzy neural network is constructed. This fuzzy neural network uses wavelet basis function as membership function which makes the network have better adaptive ability. The model presented in this paper can provide theory reference for decision-making and managing in order to take effective measures to defend and control financial risks. The method in this paper is applied in a concrete bank sample, and the result showed that the model has certain feasibility and practical value.
Huisheng Gao Yujun He
Department of Electronic and Communication Engineering, North China Electric Power University, Baoding, Hebei, 071003, P. R. China
国际会议
南宁
英文
2007-07-20（万方平台首次上网日期，不代表论文的发表时间）