摘要
在回顾国内学者关于企业财务预警模型研究的基础上,提出了一种新的预警模型——基于模糊聚类和模糊模式识别模型。利用该模型对训练样本进行模糊聚类,计算最优聚类中心,对待估样本所属类别进行模糊模式识别。通过对40家沪市上市公司进行实证分析,取得了较好的预警效果。最后针对模型存在的问题提出进一步的研究方向。
Through reviewing the research by domestic scholars in bankruptcy prediction modeling, this paper gives a new bankruptcy prediction model based on fuzzy clustering and fuzzy pattern recognition. The model is designed to be used in fuzzy clustering of the training samples, optimal clustering core calculation and fuzzy pattern recognition for the sample classification. An empirical study on 40 listed companies in Shanghai Stock Market validates the model. Finally, the problems and future research directions of the model are discussed.
出处
《管理学报》
CSSCI
2009年第9期1194-1197,1235,共5页
Chinese Journal of Management
关键词
财务预警
模糊聚类
模糊模式识别
bankruptcy prediction
fuzzy cluster
fuzzy pattern recognition
