| 基于Hopfield神经网络的信用风险评价模型及其应用 |
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| 引用本文： | 方先明,熊鹏,张谊浩.基于Hopfield神经网络的信用风险评价模型及其应用[J].中央财政金融学院学报,2007(8):34-40. |
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| 作者姓名： | 方先明 熊鹏 张谊浩 |
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| 作者单位： | 南京大学金融与保险学系 南京210093 |
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| 基金项目： | 国家社会科学基金;教育部财政部985工程哲学社会科学创新基地南京大学经济转型与发展研究中心资助项目;中国博士后科学基金 |
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| 摘 要： | 为克服商业银行信用风险评价中所遇到的模糊综合评判失效及警限确定的难题,通过能量极小点的设计,利用Hopfield神经网络记忆与联想功能,建立基于Hopfield神经网络的风险评价模型。将其应用于信用风险评价,网络运行结果可以反映信用风险的当前状态。研究还表明,该模型能在一定程度上反映样本数据的数字特征,适合于信用风险的评价,但其评价能力受记忆容量及样本差异的影响。
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| 关 键 词： | 信用风险 风险评价 Hopfield神经网络 |
| 文章编号： | 1000-1549（2007）08-0034-07 |
| 收稿时间： | 2007-02-20 |
| 修稿时间： | 2007年2月20日 |
Credit Risk Evaluation Model of Hopfield Artificial Neural Network and Its Application |
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| FANG Xian-ming,XIONG Peng,ZHANG Yi-hao.Credit Risk Evaluation Model of Hopfield Artificial Neural Network and Its Application[J].Journal of Central University of Finance & Economics,2007(8):34-40. |
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| Authors: | FANG Xian-ming XIONG Peng ZHANG Yi-hao |
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| Institution: | FANG Xian-ming XIONG Peng ZHANG Yi-hao |
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| Abstract: | In order to avoiding the invalidation of the fuzzy synthetic judgment and overcoming the difficulty to make early-warning line of the existing models to evaluate the credit risk,the evaluating model based on Hopfield neural network is found by using the association function of network through the design of the weight to set the given models in the network.When the model was applied to the evaluation of the credit risk,the risk degree can be obtained.At the same time,the characters of the original data can be reflected by it.Study testifies to the feasibility and practicability of the evaluation model.However,the evaluation effect of the model is under control of the memory capacity and the difference of the sample. |
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| Keywords: | Credit risk Evaluation of risk Hopfield artificial neural network |
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