神经网络在财务管理中的应用

An Analysis of the Applications of Neural Networks in Finance Management

过去的二十年,神经网络越来越多地应用到财务领域中,主要是基于它所具有大规模并行、自组织、自适应、容错和自学习的能力。本文对神经网络在财务领域中的应用趋势、特征进行了分析,研究表明多数应用采用了含有一个隐含层的BP神经网络,并同时和传统的统计模型进行了比较分析。此外,这些研究还表明神经网络在财务管理领域的应用中取得了较满意的结果。

Over the last 20 years,neural networks have been increasingly applied to various areas of finance,mainly based on it has massively parallel,self-organizing,adaptive,fault-tolerant and self-learning ability.This paper analyses the trends and the characteristics of the applications in finance,it has been shown that most of the applications use the backpropagation model with one hidden layer.In most of these applications,neural networks out-performed traditional statistical models.Furthermore,these applications have shown significant success in financial practice.