Research on Financial Distress Prediction with Adaptive Genetic Fuzzy Neural Networks on Listed Corporations of China

• 作者: Zhibin XIONG
• 来源期刊: 通讯、网络与系统学国际期刊(英文)
• 学科: 工学
• 关键词: MULTI-POPULATION ADAPTIVE Genetic BP Algorithm Fuzzy Neural Network Cross VALIDATION FINANCIAL DISTRESS
• 年，卷（期）: 2009,（5）
• 页码范围: 385-391
• 页数: 7页
• 分类号: TP1

摘要

To design a multi-population adaptive genetic BP algorithm, crossover probability and mutation probability are self-adjusted according to the standard deviation of population fitness in this paper. Then a hybrid model combining Fuzzy Neural Network and multi-population adaptive genetic BP algorithm—Adaptive Genetic Fuzzy Neural Network (AGFNN) is proposed to overcome Neural Network’s drawbacks. Furthermore, the new model has been applied to financial distress prediction and the effectiveness of the proposed model is performed on the data collected from a set of Chinese listed corporations using cross validation approach. A comparative result indicates that the performance of AGFNN model is much better than the ones of other neural network models.