Study on commercial bank risk early warning system based on UDM and self-adaptive RBFNN

被引:0
|
作者
Shi-Ying, Kang [1 ]
机构
[1] Chongqing Technol & Business Univ, Sch Comp Sci & Informat Technol, Chongqing 400067, Peoples R China
关键词
bank risk early warning; radial basis function neural network (RBFNN); uniform design method(UDM); nearest neighbor-clustering algorithm (NNCA); fuzzy comprehensive evaluation(FCE);
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
By using scientific uniform design method, the representative and uniformity samples are designed. Thus the multi-factors' and multi-levels' self-learning training is arranged using limited experiments times, and the self-adaptive RBFNN are adopted to realize the bank risk early warning diagnosis. Experiments show the results between self-adaptive RBFNN evaluation and experts fuzzy comprehensive evaluation(FCE) are very close, The generalization ability of self-adaptive RBFNN with UDM is far better than that of traditional RBFNN with Monte-Carlo method The self-adaptive RBFNN with UDM realizes non-linear approaching ability of evaluation, meantime conquers the capability limitation of traditional RBFNN and BP neural network, and avoids the subjectivity and uncertainty of traditional FCE.
引用
收藏
页码:430 / 435
页数:6
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