Construction and Simulation of Financial Risk Prediction Model Based on LSTM

To further improve the prediction ability of enterprises in financial risk, a financial risk prediction model based on LSTM is proposed to improve the accuracy of financial risk prediction. The simulation results show that when the dimension and layers of LSTM network are 128 and 4 respectively, the...

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Bibliographic Details
Published in2022 6th Asian Conference on Artificial Intelligence Technology (ACAIT) pp. 1 - 6
Main Author Nong, Xiaochan
Format Conference Proceeding
LanguageEnglish
Published IEEE 09.12.2022
Subjects
Analytical models
Artificial intelligence
data analysis
evaluation indicators
financial risk prediction
LSTM
Predictive models
Simulation
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DOI10.1109/ACAIT56212.2022.10137998

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Summary:To further improve the prediction ability of enterprises in financial risk, a financial risk prediction model based on LSTM is proposed to improve the accuracy of financial risk prediction. The simulation results show that when the dimension and layers of LSTM network are 128 and 4 respectively, the precision of the financial risk prediction model reaches the best level. Compared with Z-score model and Fisher discriminant analysis method, LSTM model shows good performance in F1 measure, precision, accuracy and recall, reaching 93.91%, 94.63%, 94.06% and 95.12% respectively. The above experimental results verify that the financial risk prediction model based on LSTM has feasibility and certain advantages, and has certain practical reference value for the financial risk prediction of enterprises.
DOI:10.1109/ACAIT56212.2022.10137998