Analysis and Prediction of Corporate Finance and Exchange Rate Correlation Based on Machine Learning Algorithms

Based on the risk management of exposure to foreign exchange assets and liabilities and the application of financial derivatives, this paper provides an in-depth analysis of the financial and exchange rate risks of foreign-funded enterprises. Therefore, a method of evaluating the financial performan...

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Published in:Computational intelligence and neuroscience 2022-06, Vol.2022, p.1-9
Main Authors: Zhang, Ke, Wang, Xiaofei, Wang, Junjie, Wang, Sinan, Hui, Feng
Format: Article
Language:English
Subjects:
Accountants
Algorithms
Business metrics
Corporations
Currency
Data mining
Debt restructuring
Decision making
Derivatives (Financial instruments)
Efficiency
Empirical analysis
Finance
Financial management
Financial statements
Foreign exchange
Foreign exchange rates
Internal accounting control
International trade
Machine learning
Methods
Neural networks
Performance evaluation
Principal components analysis
Risk management
Solvency
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creator Zhang, Ke
Wang, Xiaofei
Wang, Junjie
Wang, Sinan
Hui, Feng
description Based on the risk management of exposure to foreign exchange assets and liabilities and the application of financial derivatives, this paper provides an in-depth analysis of the financial and exchange rate risks of foreign-funded enterprises. Therefore, a method of evaluating the financial performance of listed financial enterprises based on principal component analysis and neural network model is proposed. First, principal components of alternative financial performance input-output indicators are extracted using principal component analysis. Subsequently, these principal components are used as input-output data for the DEA model to derive the relative validity evaluation results of the financial performance of individual financial enterprises and to provide a reference for decision making to improve the financial performance level of financial enterprises. Combined with the economic business data of the enterprises, an empirical test on exchange rate risk management is conducted and relevant suggestions are made on how foreign enterprises can reduce exchange rate risk losses. It has important theoretical value and practical significance for enterprise finance and exchange rate management.
doi_str_mv 10.1155/2022/2850604
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source Publicly Available Content Database; Wiley Open Access
subjects Accountants
Algorithms
Business metrics
Corporations
Currency
Data mining
Debt restructuring
Decision making
Derivatives (Financial instruments)
Efficiency
Empirical analysis
Finance
Financial management
Financial statements
Foreign exchange
Foreign exchange rates
Internal accounting control
International trade
Machine learning
Methods
Neural networks
Performance evaluation
Principal components analysis
Risk management
Solvency
title Analysis and Prediction of Corporate Finance and Exchange Rate Correlation Based on Machine Learning Algorithms
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