加强风险管理的深度学习:分析财务报告的新方法
Xiangting Shi1, Yakang Zhang1, Manning Yu2
1Industrial Engineering and Operations Research Department, Columbia University, New York, United States.
PeerJ. Computer science
|February 3, 2025
概括
混合金融风险预测器 (HFRP) 模型,利用卷积神经网络 (CNN) 和长短期记忆 (LSTM) 网络,显著提高了金融风险评估. 这种由人工智能驱动的方法提高了预测财务风险的准确性和稳定性,以便更好地做出决策.
科学领域:
- 金融技术 (金融科技)
- 金融领域的人工智能
- 数据科学用于风险管理的数据科学.
背景情况:
- 传统的风险评估模型难以应对现代金融数据的复杂性和数量.
- 传统的分析,技术和启发方法对于当前的商业环境来说是不够的.
- 在金融风险管理中,对先进的预测模型的需求至关重要.
研究的目的:
- 引入混合金融风险预测器 (HFRP) 模型,以改善金融风险预测.
- 为了提高风险评估,利用深度学习技术,特别是CNN和LSTM.
- 为了证明HFRP模型在准确性和稳定性方面优于传统方法.
主要方法:
- 发展混合金融风险预测器 (HFRP) 模型.
- 卷积神经网络 (CNN) 和长短期记忆 (LSTM) 网络的集成.
- 从金融文本中结合定量和定性数据分析.
主要成果:
- 显著减少了培训和测试损失 (分别为0.0013和0.003).
- HFRP模型准确预测了关键的财务指标,如收入,净收入和每股收益 (EPS).
- 对各种风险的实质性缓解:信用风险 (0.75至0.20),流动性风险 (0.70至0.25),市场风险 (0.65至0.30) 和运营风险 (0.80至0.35).
结论:
- 高钢板模型为当代金融风险评估提供了可靠和准确的解决方案.
- 拟议的模式有助于提高金融稳定性,并有助于合理的决策.
- 像CNN和LSTM这样的先进人工智能技术在解决复杂的金融数据挑战方面是有效的.
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