Early Warning of Listed Companies Financial Risk Based on Hybrid Sampling and Back-propagation Neural Network: Evidence from China.
Chen GongYanhong WangChen TaoPublished in: ICBAR (2023)
Keyphrases
- listed companies
- early warning
- back propagation neural network
- financial risk
- financial markets
- stock market
- empirical analysis
- neural network
- hybrid model
- short term
- stock price
- credit risk
- financial crisis
- evaluation method
- decision support system
- support vector regression
- artificial neural networks
- neural network model
- long term
- quantitative analysis
- financial data
- prediction model
- feature vectors
- decision making
- feature selection