| 上市公司财务困境预测模型比较研究 |
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| 引用本文： | 杨建辉,陈炽文.上市公司财务困境预测模型比较研究[J].科技管理研究,2011,31(2). |
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| 作者姓名： | 杨建辉 陈炽文 |
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| 作者单位： | 华南理工大学工商管理学院,广东广州,510640 |
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| 摘 要： | 以因财务原因被实施特别处理的公司作为财务危机公司,有目的地选择了三类样本(房地产行业样本、不同行业的样本、房地产行业样本与不同行业样本的混合),取其发生财务困境的前两年数据,运用神经网络、决策树和支持向量机模型进行财务预警,以研究行业因素对三种模型预警准确度的影响.
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| 关 键 词： | 危机预警 神经网络 决策树 支持向量机 |
Comparative Study on Models of Financial Distress Prediction in Chinese Listed Firms |
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| YANG Jianhui,CHEN Chiwen.Comparative Study on Models of Financial Distress Prediction in Chinese Listed Firms[J].Science and Technology Management Research,2011,31(2). |
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| Authors: | YANG Jianhui CHEN Chiwen |
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| Institution: | YANG Jianhui,CHEN Chiwen(School of Business Administration,South China University of Technology,Guangzhou 510640,China) |
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| Abstract: | This paper uses ST companies as distress companies,and uses neural network,decision tree and support vector machine for financial distress prediction.In order to study how the industry factor and time factor affect the models,we purposely choose three kinds of samples(real estate industry,different industries,the mixture of estate industry and different industries) for study,which samples are set respectively two year ago and three years ago. |
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| Keywords: | crisis warning neural network decision tree support vector machine trade division |
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