Reaserch on Improved ART-2 Neural Network in Enterprise Group Credit Risk Identification

摘要：

　　In this paper,an improved algorithm of ART-2 neural network is applied on the research of enterprise group credit risk identification and finally obtains better empirical results by taking some enterprise groups in Chinas Shanghai and Shenzhen stock markets from 2010 to 2011 as the study sample.The results show that the improved ART-2 neural network algorithm is more accurate than traditional logistic method and other neural network methods in the identification of group enterprise credit risk.

关键词： credit risk neural network enterprise group ART-2 algorithm

作者: LI Guangrong QIAO Yina

作者单位: Management School,China University of Mining & Technology,Beijing,China,100083

会议类型: 国际会议

会议名称: the 5th (2013)International Conference on Financial Risk and Corporate Finance Management(第五届(2013)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 406-409

在线出版日期: 2013-06-29（万方平台首次上网日期，不代表论文的发表时间）