基于人工神经网络的商业银行贷款风险预警研究  

A Study of Commercial Bank Loans Risk Early Warning Based on BP Neural Network

作　　者：杨保安[1] 季海[1] 

机构地区：[1]东华大学旭日工商管理学院,上海200051

出　　处：《系统工程理论与实践》2001年第5期70-74,共5页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金 !( 79770 0 86)

摘　　要：在探讨人工神经网络 ( ANN)在商业银行信贷风险预警中的应用 .文中根据 ANN理论 ,着重分析了商业银行贷款风险中有关财务状况预警信号的知识表示、获取和推理过程 ,提出了信贷风险特征抽取的原则 ,设计了 BP模型决策工具 ,进行了示范性的实验设计 。The purpose of this paper is to discuss the application of the artificial neural Network (ANN) to the commercial bank loans risk warning. According to the ANN theory, the stress of this paper is to analyze the statement, obtainment and the reasoning procedure of the knowledge in the commercial bank loans risk. And then the paper sets out the principle to distill the risk character and designs determination tool based on BP model. The result of the examples shows that it is a good method and tool.

关 键 词：信贷风险 预警 人工神经网络 商业银行 金融 

分 类 号：F832.33[经济管理—金融学] TP183[自动化与计算机技术—控制理论与控制工程]