单个商业银行市场退出风险预警研究——基于LVQ神经网络

On Early Warning for Single Commercial Bank Market Withdrawal Risk: Based on LVQ Neural Network

探讨学习矢量量化网络(LVQ)在单个银行市场退出预警系统中的应用,选择15个衡量银行系统性和非系统性风险的指标建立指标体系,利用样本数据训练模型,并对模型进行仿真实验,结果验证了该方法的有效性,最后对某商业银行季度数据进行了实证研究。

The application of the LVQ neural network to early warning systemof single bank is studied. Then we select 15 indicators which measure systemic and nonsystemic risk indicators in the bank to construct index system, carry out simulation experiment on the model, and verify this method. Finaly the paper makes an empirical research on quarterly data in a commercial bank.