The Construction and Application of Early-warning Model of Risk in Financial Holding Company
Zhongsheng Wang, Cheng Zhantao · Systems Engineering · 2010
On the basis of the selection of the risk early-warning indicators and the construction of BP neural network in the risk early-warning model,this paper carries out the simulation of the model by using of MATLAB neural network toolbox NNT.We collected annual report data from the financial holding companies in mainland and Taiwan,and made the statistical analysis of data.Then we used the risk early-warning model to train 20 sample financial holding groups,and made the simulation of the remaining six samples of financial holding group.The results of the simulation prove satisfied.