基于ADGA-BP神经网络模型的金融产业发展趋势仿真与预测

›› 2019, Vol. 31 ›› Issue (12): 49-60.

基于ADGA-BP神经网络模型的金融产业发展趋势仿真与预测

张品一¹, 梁锶²

1. 北京信息科技大学经济与管理学院, 北京 100192;
2. 陕西师范大学国际商学院, 西安 710119

收稿日期:2018-05-28 出版日期:2019-12-28 发布日期:2019-12-24
作者简介:张品一,北京信息科技大学经济与管理学院副教授,硕士生导师,博士;梁锶,陕西师范大学国际商学院讲师,硕士生导师,博士。
基金资助:
国家自然科学基金青年项目（61703010；71704099）；北京市社会科学基金青年项目（16YJC043）；北京信息科技大学师资补充与支持计划（2018-2020）（5029011103）。

Simulation and Forecasting of Financial Industry Development Based on ADGA-BP Model

Zhang Pinyi¹, Liang Si²

1. School of Economics and Management, Beijing Information Science and Technology University, Beijing 100192;
2. School of International Business, Shanxi Normal University, Xi'an 710119

Received:2018-05-28 Online:2019-12-28 Published:2019-12-24

摘要/Abstract

摘要：

为了对新常态多目标条件下金融产业发展趋势进行仿真和预测，本文基于经济稳定增长、经济结构优化和创新驱动这三个目标以及金融产业发展速度与质量的相关变量，构建自适应遗传算法优化BP神经网络模型。对2016年三个目标进行敏感性调控，发现金融产业发展速度受经济结构优化目标的影响最大，受经济稳定增长目标的影响其次，受创新驱动目标的影响最小；而金融产业发展质量受三个目标的影响强度相反。并且对2017—2019年金融产业发展趋势进行预测，发现金融产业发展速度将大幅减缓，但是金融资产的质量将逐步提高。

关键词: 金融产业, 多目标, 自适应遗传算法, BP神经网络, 仿真

Abstract:

In order to simulate and forecast the development trend of financial industry under new normal multi-objective conditions, this paper constructs an ADGA-BP neural network model based on three objectives:stable economic growth, economic structure optimization and innovation driving as well as the variables underlying the development speed and quality of financial industry. A sensitivity analysis of the three objectives in 2016 shows that the speed of financial development is most affected by economic structure optimization, secondly by economic stability growth, and least by innovation driving. However, the quality of financial industry development is affected by the three objectives to an opposite extent. The prediction of 2017-2019 results show that the speed of financial development will greatly slow down, but the quality will gradually improve.

Key words: financial industry, multi-objective, Adaptive Genetic Algorithm, BP Neural Network, stimulation

张品一, 梁锶. 基于ADGA-BP神经网络模型的金融产业发展趋势仿真与预测[J]. , 2019, 31(12): 49-60.

Zhang Pinyi, Liang Si. Simulation and Forecasting of Financial Industry Development Based on ADGA-BP Model[J]. , 2019, 31(12): 49-60.

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