Science Research Management

Science Research Management ›› 2007, Vol. 28 ›› Issue (6): 138-142.

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Empirical study of the financial risk prediction based on the rough set and ANN mode

Liu Yanwen1, Dai Hongjun2   

  1. 1. School of Management, Dalian University of Technology, Dalian 116024, China;
    2. School of Economics & Management, Huainan Normal University, Huainan 232001, China
  • Received:2006-12-25 Online:2007-11-24 Published:2011-05-16

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Abstract: A method which combines the rough set and ANN is proposed, and it is applied to the financial risk research of Chinese listed companies. By empiric analyzing on the financial date of Chinese listed companies, the results show that the introduction of the rough set cuts down the input dimension of ANN, and the ANN algorithm is improved by the momentum accession and the parameter self-adaptation. The modified algorithm has advantages over the traditional BP ANN in the veracity and precision of network training.

Key words: rough set, ANN, financial risk prediction, improved algorithm

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