| 财务危机预测主要方法比较研究 |
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| 引用本文： | 李清,于萍.财务危机预测主要方法比较研究[J].数理统计与管理,2012,31(4):689-706. |
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| 作者姓名： | 李清 于萍 |
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| 作者单位： | 吉林大学商学院,吉林长春,130012 |
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| 基金项目： | 吉林大学“985工程”项目 |
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| 摘 要： | 本文以我国沪深A股上市公司为研究对象,将被特别处理的ST公司视为财务危机公司,使用多种方法建立了财务危机预测模型,并对各模型的预测准确率、优缺点进行了对比,结果表明,人工智能方法预测准确率更高,遗传算法模型成为最优预测模型。
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| 关 键 词： | 财务危机 Logistic回归 Fisher判别 遗传算法 案例推理 神经网络 粗糙集 |
Comparative Studies on Main Methods for Prediction of Financial Crisis |
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| LI Qing,YU Ping.Comparative Studies on Main Methods for Prediction of Financial Crisis[J].Application of Statistics and Management,2012,31(4):689-706. |
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| Authors: | LI Qing YU Ping |
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| Institution: | (Business School of Jilin University,Jilin Changchun 130012,China) |
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| Abstract: | In this paper,the research objects are China’s Shanghai and Shenzhen A-share listed companies, in which ST companies with special treatment are taken as the financial crisis companies.Various methods are used to establish prediction models of financial crisis,and prediction accuracy rates,advantages and disadvantages of the models are compared.The results show that artificial intelligent methods can predict more accurately,the model based on Genetic algorithm is the optimal one. |
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| Keywords: | financial crisis logistic regression Fisher discriminant genetic algorithm case-based reasoning neural network rough set |
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