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 JFRM  Vol.5 No.3 , September 2016
Financial Classification of Listed Companies in China Based on BP Neural Network Method
Abstract:
Based on analyzing and studying back propagation (BP) neural network method, the article takes 38 cross-section data as modeling sample, and uses 18 data at the same time as the examination sample to establish the financial distinction model. Passed through training and studies repeatedly to the sample, we obtained the more precise forecast result. The findings indicated: the BP neural network is one kind of non-linear mapping model. In the situation that the degree of correlation among the indicators is high, or the data present nonlinearities change, or the data have omissions and so on, using BP neural network may obtain the quite satisfactory result, therefore it is a quite ideal forecast method, and has the widespread application scope and the high reference value.
Cite this paper: Zhu, S. (2016) Financial Classification of Listed Companies in China Based on BP Neural Network Method. Journal of Financial Risk Management, 5, 171-177. doi: 10.4236/jfrm.2016.53017.
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