金融风险预警——基于BP人工神经网络的一种分析

FINANCIAL RISK EARLY-WARNING-AN ANALYSIS BASED ON BP ARTIFICIAL NEURAL NETWORK MODEL

突破传统的风险预警模式,运用改进的BP神经网络方法建立中国金融风险预警模型并对其训练检验,对中国金融风险的现状进行了定量分析,得出初步结论:中国金融运行于高风险区间;金融风险不仅与资本市场现状相关,也与近年实行的积极的财政政策效应相关;外国投机资本对中国货币金融市场尚不构成严重冲击。据此,提出中国近期防范金融风险的对策建议。

Through training and testing the artificial neural network model for the financial risk earlywarning, we have broken through the traditional pattern of risk earlywarning and constructed a model based on the improved BP artificial neural network model.We have analyzed financial risk situation quantitatively and drawn some primary conclusions:China′s finance runs a high risk;financial risk is related not only to capital market ,but also to the effects of active fiscal policies;foreign speculative capital has not brought severe shocks to Chinese financial market.Therefore we offer some countermeasure against the financial risk.