基于遗传算法和模糊神经网络的国际贸易结算的进化模型的设计
Jiaqing Huang1, Yang Liu2, Miaomiao Tu3
1School of Economics, Business and Foreign Languages, Wuhan Technology and Business University, Wuhan, Hubei, China.
PloS one
|July 8, 2025
概括
本研究介绍了一种混合基因算法优化模糊神经网络 (GA-FNN),用于改进国际贸易中的银行风险评估. 该GA-FNN模型在分类信用风险方面取得了很高的准确性,超过了传统方法.
科学领域:
- 金融风险管理 金融风险管理
- 计算智能是一种计算智能.
- 机器学习 机器学习
背景情况:
- 国际贸易结算涉及复杂的金融交易,需要准确的银行风险评估.
- 现有的信用风险评估方法在动态的全球市场面临挑战.
研究的目的:
- 开发和评估混合模型,基因算法优化模糊神经网络 (GA-FNN),用于增强银行风险识别.
- 提高国际贸易结算中银行相关风险的分类准确度.
主要方法:
- 一种混合方法,将模糊神经网络 (FNN) 与遗传算法 (GA) 集成,以进行优化.
- GA被用来微调FNN的结构,会员功能和参数.
- 模型的表现被评估在三个公共数据集上:银行营销,贷款俱乐部和德国信贷.
主要成果:
- 在高,中,低风险级别中,GA-FNN模型实现了约90%的平均分类准确性.
- GA-FNN的性能优于传统的方法,如物流回归,支持矢量机 (SVM),粒子群集优化 (PSO) 和模拟算法 (SA).
结论:
- 在国际贸易中,GA-FNN模型对银行信用风险评估具有显著的有效性和实际价值.
- 这种混合方法提供了一种可靠的方法来提高复杂的金融环境中的风险评估.
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