优化预测模型在资本管理绩效分析中的应用  

Application of Optimization Forecast Model on the Analyses of Bank Capital Allocation Performance

作　　者：冉笃奎[1,2] 

机构地区：[1]西安理工大学西北水资源与环境生态教育部重点实验室,西安710048 [2]汉江水电开发有限责任公司,十堰442700

出　　处：《武汉理工大学学报》2009年第23期167-169,176,共4页Journal of Wuhan University of Technology

基　　金：国家自然科学基金(50279041);国家"863"计划(2005AA113150)

摘　　要：银行资本配置绩效的预测有多种方法,结果存在一定的差异,因此难以形成有效的决策辅助信息。针对这一问题,构建了优化预测模型。从实例应用可以看出,优化后的结果在保证预测精度不降低的情况下,能够增强结果的稳定性,使其具有了更高的可信度。为银行资本配置绩效影响的研究提供了一个有效的分析方法。It is difficult to get effective assistant information for making decision because there are many different methods to forecast the performance of bank capital allocation and the relative results are different. For this problem, the paper establishes the optimization assessment model. The example application of the model demonstrates that the stability of forecast could been improved by the optimized results, however the predicting precision has not been depressed, so the reliability of result has been raised, it provides an effective analysis method for study the influencing of bank capital allocation.

关 键 词：资本配置 优化模型 神经网络 优化预测模型 

分 类 号：TP274[自动化与计算机技术—检测技术与自动化装置] N945[自动化与计算机技术—控制科学与工程]