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Application of sensitivity analysis to neural network determination of financial variable relationships

✍ Scribed by Gillespie, E. S. ;Wilson, R. N.


Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
58 KB
Volume
13
Category
Article
ISSN
8755-0024

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✦ Synopsis


This paper considers the application of artificial neural networks to determine the relationships between the bond rating of the financial variables of the major companies of the U.S.A. Owing to the high correlation between some of the financial variables, the inputs to the neural network are in principal component form. A pattern of limiting sensitivity has been found.


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