Research on Financial Early Warning Models of A-Share Listed Companies Based on EBWO-BP Neural Networks
Yizhou Chu, Guiyang Liu, Qiuyu Yu, Chunyan YangThe financial early warning mechanism of listed companies has an important strategic value for maintaining the stability of the capital market and preventing systemic financial risks. This study proposes a hybrid model (EBWO-BP) based on the improved beluga optimisation algorithm (EBWO) and BP neural network for financial early warning research. Innovative T-SNE nonlinear dimensionality reduction technique is applied to the multidimensional evaluation system constructed by 23 financial and two non-financial indicators. The empirical evidence based on the data of A-share listed companies in 2022–2024 shows that the accuracy of the EBWO-BP test set reaches 86.51% (AUC = 0.83), which demonstrates a significant prediction advantage compared with the optimisation algorithm models such as GA-BP and PSO-BP, as well as the CNN and LSTM deep learning models; when the sample size is increased to 700 groups, the accuracy is improved to 89.05%, verifying the model robustness. The method achieves significant improvement of financial risk prediction through algorithm fusion innovation, and provides methodological innovation and practical reference for intelligent financial risk monitoring.