Empirical Research on Financial Risk Identification of Chinese Listed Companies Based on SOM Neural Network Model

摘要：

　　This paper aims at applying Selforganizing Feature Map neural network algorithm on the research of Chinese listed company’s financial risk identification and finally obtains good empirical results by taking 100 companies in Chinas Shanghai and Shenzhen stock markets from 2010 to 2011 as study samples.The results show that the Self-organizing Feature Map neural network algorithm is an appropriate method to identificate the financial risk of Chinese listed company.The analysis of empirical results is consistent with the actual situation.

关键词： financial risk listed company neural network SOM algorithm

作者: LI Guangrong NIU Xiuhong

作者单位: Management School,China University of Mining & Technology(Beijing),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: 237-240

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）