LVFOA优化GRNN在财务预警中应用①.PDF

2017 年 第 26 卷 第 6 期 计 算 机 系 统 应 用 ① LVFOA 优化的 GRNN 在财务预警中的应用 1 2 3 赵男男 , 王艺星 , 王英博 1(广东海洋大学寸金学院, 湛江 524094) 2(辽宁工程技术大学 软件学院, 葫芦岛 125105) 3(辽宁工程技术大学 创新实践学院, 阜新 123000) 摘 要: 针对企业财务数据复杂、非线性等特点, 提出了一种基于混沌变步长果蝇算法(LVFOA)优化广义回归神 经网络(GRNN) 的财务预警模型. 首先引入 Logistic 混沌映射修正 FO 的初始值, 然后在最优初始值的基础上修 正FO 步长为动态步长, 寻找最优 Spread 值, 最后对预测数据进行分析, 选取有代表性的指标. 改进后的果蝇算 法显示了更好的全局优化和快速收敛能力, 提高了 GRNN 的预测精度. 仿真结果表明, 相对于 GRNN 模型和 FOA-GRNN 模型, LVFOA-GRNN 模型提高了预警准确率, 与财务数据的拟合度更高. 关键词: 财务预警; 果蝇算法; 广义回归神经网络; 光滑参数; 参数优化 Application of GRNN Optimized by LVFOA in the Financial Warning 1 2 3 ZHAO Nan-Nan , WANG Yi-Xing , WANG Ying-Bo 1(Guangdong Ocean University Cunjin College, Zhanjiang 524094, China) 2(College of Software, Liaoning Technical University, Huludao 125105, China) 3(College of Innovation and Practice, Liaoning Technical University, Fuxin 123000, China) Abstract: Aiming at characteristics of complexity and nonlinear in enterprise financial data, this paper puts forward a financial early warning model based on General Regression Neural Network which is optimized by Logistic chaos mapping Variable step size Fruit Fly Optimization Algorithm. Firstly, the Logistic chaos mapping is used in Fruit Fly Optimization Algorithm to modify the initial value. Secondly, based on optimal initial value, we modify the step size of FOA in order to find the best Spread. Finally, we analyze the forecast data and select representative indicators. LVFOA shows better ability of global optimization and fast convergence, and it impr