Financial Risk Early Warning Model for Listed Companies Using BP Neural Network and Rough Set Theory

Financial Risk Early Warning Model for Listed Companies Using BP Neural Network and Rough Set Theory

In current financial environment, listed companies are facing increasingly complex markets and ever-changing financial risks. The companies deeply recognize the crucial role of financial risk management in the sustainable development of enterprises. The challenge lies in rapidly changing market cond...

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Bibliographic Details
Main Authors: Tianfeng Liu, Li Yang
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
Rough set
back propagation neural network
financial risk
model prediction
cross-validation
Online Access:https://ieeexplore.ieee.org/document/10439192/

Internet

https://ieeexplore.ieee.org/document/10439192/

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