Integrated Risk Early Warning of Institutional Investors Based on BP Network
Tian Qing-feng, Naiding Yang, Jiang Ji-jiao · 2006
This study was aimed at developing an integrated risk early warning pattern of institutional investors with BP network. By indicating advantages of BP network in dealing with various risk factors, it's formed an integrated risk early warning model, which is optimized structurally through training and testing. It presents a type of an improved BP network algorithm with adjusting function by fuzzy inference and applies it to the optimization of risk early warning indexes. The simulation shows that this model will be well on describing the holistic risk status, distilling key risk factors, and adopting systematic risk countermeasures for institutional investors.