Risk Sharing Proportion of Cooperation Between the Banks and Guarantee Agencies Based on Elman Neural Network

Jun Liang (liangjun0512@126.com) and Qiang Mei (qmei@ujs.edu.cn)
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Jun Liang: Jiangsu University
Qiang Mei: Jiangsu University

Chapter Chapter 138 in The 19th International Conference on Industrial Engineering and Engineering Management, 2013, pp 1309-1316 from Springer

Abstract: Abstract Considering the problems such as weak practicality generated from the application of the mathematical model to calculate risk sharing proportion between banks and guarantee agencies. This paper puts forward that Elman neural network model can be adopted to study risk sharing proportion between banks and guarantee agencies. The computing process is as followed. First of all, selecting the existing sample to train network model, and then proving network availability through the tests, finally inputting the actual data operations to obtain the evaluation results. The result indicates that Elman neural network model exhibits more effective performance than traditional mathematical model on estimating the risk sharing proportion in practice.

Keywords: Banks; Guarantee agencies; Neural network; Risk sharing proportion (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-38391-5_138

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DOI: 10.1007/978-3-642-38391-5_138

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