Dissertation > Excellent graduate degree dissertation topics show

Financial Crisis Warning Model Based on Genetic Algorithm and Wavelet Neural Network

Author: ShiWenChao
Tutor: XiFengRu
School: Liaoning University of Science and Technology
Course: Business Administration
Keywords: Financial crisis warning Principal component analysis Genetic algorithm Wavelet neural network
CLC: F275
Type: Master's thesis
Year: 2012
Downloads: 21
Quote: 0
Read: Download Dissertation

Abstract


Since the Shanghai and Shenzhen stock exchangeestablished for thirty years, our capital market has been booming andprovides strong support to the listed company. However, because of thecompetition environment of market economy becoming more and morefiercely, the capital market met lots of challenges, more and more listedcompanies are faced with serious financial risk, finally become into STplate or forced from the stock market. This situation not only affects thenormal development of the capital market, also give all the stakeholder,such as investors, creditors, etc, brought huge economic losses. Financialcrisis warning is a system which can find out the crisis signal by somesensibility index. The study of financial crisis warning can helpcompanies avoid financial crisis effectively and has very importantsignificance of theoretical and realistic for investors, creditors andgovernment regulators.Currently，scholars from all countries are being studied on how toestablish an effective financial crisis early warning model, and alreadyhave yielded substantial results. In the choice of warning methods, thetraditional statistical methods are more extensive applied, which Logisticregression is most commonly used. But the traditional statistical methodsare based on the variable which must meet hypothesis conditions,therefore, these conditions restrict the use of statistical models. Datamining method overcome the defects of the statistical methods whichhave too strict requirements for sample data, and make the input to theoutput can realize arbitrary nonlinear mapping, so they can establish moreaccurate warning modelBased on the study of foreign scholars, combined the geneticalgorithm with wavelet neural networks and used the model(GA-WNN)to study of financial crisis warning in the listed companies ofmanufacturing industry. This model both advantages of wavelet analysisand ANN so that it will get better prediction effect. At the same time,thecomparison was made about GA-WNN model, logistic model,BP neuralnetwork model and SVM model. The results show that, whether the year of t-2or the year of t-3, the prediction accuracy of GA-WNN modelalways be the highest, general prediction accuracy were97%and88.7%.The result illustrated that the GA-WNN model not only applicableto short-term financial early warning, and at the same time, suitable formedium and long-term forecast, so it has great practical value.

Related Dissertations

  1. Application of Improved Principal Component Analysis Algorithm in Course Construction,G642.4
  2. The Application of Fuzzy Comprehensive Evaluation Based on Genetic Algorithm in Vocational Evaluation of Classroom Teaching,G712
  3. Study on Taste Characteristic of Taste Peptide Enzymatic Production from Oyster Base on A Neural Network Method,TS254.4
  4. Design and Realization of the Magnetic Antenna in MW and SW Bands Based on Genetic Algorithm,TN820
  5. Research of Diagnosing Cucumber Diseases Based on Hyperspectral Imaging,S436.421
  6. The Impact of Tourism on Typical Vegetation in Luya Mountain Nature Reserve, Shanxi Province,S759.9
  7. Macaca mulatta palm morphological study of pattern ridge count,Q954
  8. Mining resources based on genetic algorithm optimization model of,O224
  9. The Research on Manipulator Trajectory Planning,TP242
  10. Optimum Research on Runner System in Bi-color Injection Mold Based on Genetic Algorithm and Moldflow,TQ320.52
  11. The magnetorheological damper mechanical properties and Gun Recoil,TB535.1
  12. Optimization Study on Gating System and Molding Process Parameters of Injection Mold Based on Simulation,TQ320.662
  13. Prediction of Binding Affinity of Human Transporter Associated with Antigen Processing,R392.1
  14. Configuration Synthesize and Optimizing of Reconfigurable Modular Robots,TP242
  15. Study on Fuzzy Logic-based License Plate Recognize System,TP391.41
  16. Research on Multi-dimention and Multi-degree Dynamic Absorption,O328
  17. Cooperative Hunting of Multiple Mobile Robots under Unknown Dynamic Environment,TP242
  18. The Application Research of City Meteorological Forecast Based on Genetic Neural Network,P45
  19. The Studies of Bei Piao Wind Farm Generator Gearbox Fault Diagnosis,TH165.3
  20. Research on Control of the 3DOF Hover,V249.1
  21. NMR-based Metabonomics Study on Plasma and Urine of Nonsyndromic Cleft Lip and/or Palates,R782.21

CLC: > Economic > Economic planning and management > Enterprise economy > Corporate Financial Management
© 2012 www.DissertationTopic.Net  Mobile