Financial Risk Early Warning Model for Listed Companies Using BP Neural Network and Rough Set Theory
Author:
Affiliation:
1. School of Economics and Management, Jiangxi Vocational College of Industry and Engineering, Pingxiang, China
2. School of Business Administration, Jiangxi Vocational College of Industry and Engineering, Pingxiang, China
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Link
http://xplorestaging.ieee.org/ielx7/6287639/10380310/10439192.pdf?arnumber=10439192
Reference50 articles.
1. Sustainable Financing and Financial Risk Management of Financial Institutions—Case Study on Chinese Banks
2. Leading indicators for US house prices: New Evidence and Implications for EU Financial Risk Managers
3. A kernel fuzzy twin SVM model for early warning systems of extreme financial risks
4. Financial Risk and Financial Performance: Evidence and Insights from Commercial and Services Listed Companies in Nairobi Securities Exchange, Kenya
5. Financial Information Asymmetry: Using Deep Learning Algorithms to Predict Financial Distress
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