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| Elman神经网络在银行间同业拆借利率分析中的应用 | |
| 引用本文： | 王军生,包卫军. Elman神经网络在银行间同业拆借利率分析中的应用[J]. 统计与信息论坛, 2010, 25(1): 84-87 |
| 作者姓名： | 王军生 包卫军 |
| 作者单位： | 1. 西安财经学院,经济学院,陕西,西安,710061 2. 西安交通大学,经济与金融学院,陕西,西安,710061 |
| 摘 要： | 利用Elman网络建立了同业拆借利率的神经网络模型,根据msereg性能函数确定了神经网络的输入层个数,采用不同的算法训练网络,从中选出L-M算法是最为快速和准确的。经所提算法训练过的网络在处理复杂时间序列方面具有很好的学习能力和泛化能力。 |
| 关 键 词： | Elman神经网络 msereg性能函数 同业拆借利率 |
The use of the Elman Neural Network in the Inter-Bank Borrowing and Lending Interest Rate |
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| WANG Jun-sheng,BAO Wei-jun. The use of the Elman Neural Network in the Inter-Bank Borrowing and Lending Interest Rate[J]. Statistics & Information Tribune, 2010, 25(1): 84-87 | |
| Authors: | WANG Jun-sheng BAO Wei-jun |
| Affiliation: | WANG Jun-sheng1,BAO Wei-jun2(1.School of Economics,Xi'an University of Economics & Finance,Xi'an 710061,China,2.School of Economics & Finance,Xi'an Jiaotong University,China) |
| Abstract: | The paper constructs a neural network of the inter-bank borrowing and lengding interest rate using Elman network.Firstly,it uses msereg utility function to count the number of the input layer,then makes use of different algorithms to train the network,and finds that L-M method is the fastest and the most correct.The demonstration reveals that the method the paper suggests can have good performance in study and is very useful. |
| Keywords: | Elman neural network msereg function inter-bank borrowing and lending interest rate |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |