The exploration of internet finance by using neural network

DOI10.1016/J.CAM.2019.112630MaRDI QIDQ2293643zbMATH OpenOpenAlexWikidataFDO

Authors Songqiao Qi, Kaijun Jin, Baisong Li, Yufeng Qian

Publication date 5 February 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.112630

zbMATH Keywords

artificial neural networksforecastingrisk assessmentrandom forest algorithminternet finance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Artificial neural networks and deep learning (68T07) Credit risk (91G40)

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Cites work

• A Quadtree-Based Dynamic Attribute Indexing Method

Cited in

(6)

• Application of innovative risk early warning mode under big data technology in Internet credit financial risk assessment
• Construction and application of the online finance credit risk rating model based on the artificial neural network
• Advances in Neural Networks – ISNN 2005
• Synchronization of neural networks involving unmeasurable states and impulsive disturbances by observer and feedback control
• Identifying Fintech risk through machine learning: analyzing the Q&A text of an online loan investment platform
• Analysis of the environmental trend of network finance and its influence on traditional commercial banks

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