EconPapers    
Economics at your fingertips  
 

BP Neural Network-Based Commercial Loan Risk Early Warning Research

H. Zhou ()
Additional contact information
H. Zhou: Tianjin University

Chapter Chapter 132 in The 19th International Conference on Industrial Engineering and Engineering Management, 2013, pp 1259-1267 from Springer

Abstract: Abstract To establish a scientific and effective commercial loan risk early-warning model is an important measure to effectively prevent, defuse the risk of commercial banks. This paper analyzes the main factors on commercial loans risk and establishes early warning indicator system, also uses BP neural network to build a bank commercial loan risk early-warning model. The empirical results show that: the neural network model can achieve higher accuracy.

Keywords: Risk warning model; Commercial loans; BP neural network (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-38433-2_132

Ordering information: This item can be ordered from
http://www.springer.com/9783642384332

DOI: 10.1007/978-3-642-38433-2_132

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-03-23
Handle: RePEc:spr:sprchp:978-3-642-38433-2_132