基于人工神经网络的商业银行贷款风险预警研究

200155:100026788(2001)0520070205,(,200051):(ANN)LANN,,,BP,,L:;;:F830:AaAStudyofCommercialBankLoansRiskEarlyWarningBasedonBPNeuralNetworkYANGBao2an,JIHai(BusinessandAdministrationSchool,DonghuaUniversity,Shanghai200051,China)AbstractThepurposeofthispaperistodiscusstheapplicationoftheartificialneuralNetwork(ANN)tothecommercialbankloansriskwarning.AccordingtotheANNtheory,thestressofthispaperistoanalyzethestatement,obtainmentandthereasoningprocedureoftheknowledgeinthecommercialbankloansrisk.AndthenthepapersetsouttheprincipletodistilltheriskcharacteranddesignsdeterminationtoolbasedonBPmodel.Theresultoftheexamplesshowsthatitisagoodmethodandtool.Keywordsloansrisk;warning;artificialneuralnetwork1,.,L,,2000L-[1,2]L(ArtificialNeuralNetworks,ANN)(EarlyWarning,EW),,,,,L,BP,,LVBACCESS97L2BPBP,,L,,ANNa:1999209220:(79770086)©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.L,:,:,LANN,,ANNLANNBPL1BP,L,,,,L,L,L,L,,L,[3]L2L,BPL,BP:1),,L2),L3),,L4),LBP,,:Wjh(t+1)=Wjh(t)-G5Eö5Wjh+A(Wjh(t)-Wjh(t-1))Whi(t+1)=Whi(t)-G5Eö5Whi+A(Whi(t)-Whi(t-1))t,G,A,Wjh,WhiZ,,ZBPL2L,,,L175©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.33.1,LL,,,,,,L:,L,L,L415:-;-;-;-L:A)LB)100,35(43310105),25(8854),15(87),25(7612)LC),15,L:=(ö)3.2L,,,,(0,1)(1,0)L,L4,,L,,,BP;,BPL1LBP,n=4,i=2,m=3,G=0.3,A=0.3ZWjhN(0,1),Wjh=-0.3258-0.81160.95110.90980.7653-0.18170.94870.1155-0.6597-0.29660.8013-0.8024Whi=0.8054-0.29300.60540.7899-0.2572-0.43312720015©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.110.300.200.090.2020.280.210.100.1830.310.170.080.1840.280.180.120.1950.290.180.110.2260.270.190.090.2070.280.200.090.1780.300.200.080.1890.310.210.100.18100.290.180.080.19110.180.120.060.1320.160.130.070.1430.230.150.050.1840.270.140.030.1150.250.120.040.0860.240.100.070.0970.240.080.060.1280.260.130.060.1390.230.110.050.10100.190.090.070.09PC8900,8,,:Wjh=8.774836.4754-10.535039.429819.44656.5359-36.4391-46.819510.3235-5.8497-9.61370.5724Whi=-20.03039.1097-5.877536.126712.6415-29.9501,,,2L,(1),95%,2L2Normal10.270.220.110.18(0.082,0.935)(0,1)Warning20.200.120.090.20(0.912,0.080)(1,0)5BPVB+AccessLCC++,375©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.,VB;(),L,VB,L6,,,,,L[1],.[J],,1999,19,(1):7-9[2]FanningK,CoggerK.Neuralnetworkdetectionofmanagementfraudusingpublishedfinancial[J].InternationJounalofIntelligentSystemsinAccounting,FinanceandManagement,1998,7(1):21-41.[3],,.BP[J].,1998,18(4):136-141.(1961-1965)(1965-1980),,90L,200111LLL1955L,L;;;;L,L20,,,,LL,L::62544415::625418274720015©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.