基于适度财务指标和遗传算法的财务危机预测模型研究被引量：4

Studies on the Prediction Models of Financial Crisis Based on Moderate Financial Indicators and Genetic Algorithm

下载PDF

导出

摘要以往进行财务危机预测主要使用统计方法建模,迄今尚未见到因考虑财务指标的适度性而建立遗传算法模型的中外文献。适度财务指标是指该指标在某个区间内公司才是健康的,过大或过小则公司发生财务危机的可能性都较大。故以中国上市公司数据为样本,建立了基于适度财务指标和遗传算法的创新型财务危机预测模型,结果显示该类模型具有较高的预测准确率。 Modeling for prediction of financial crisis in the past mainly use statistical methods. So far, the genetic algorithm model established by moderate financial indicators hasn＇t been seen in Chinese and foreign literature. Moderate financial indicators means if the indicators are within a certain range, the company is healthy. If they are too large or too small, the company is more possible to have a financial crisis. In this paper, the author used data of Chinese listed companies as sample, and established innovative prediction models of financial crisis by using moderate financial indicators and genetic algorithm. Study results showed that these models can predict financial crisis more accurately.

作者李清

机构地区吉林大学商学院

出处《统计与信息论坛》 CSSCI 2010年第2期3-9,共7页 Journal of Statistics and Information

基金吉林大学"985工程"经济分析与预测哲学社会科学创新基地项目<我国上市公司财务危机预测模型研究-基于统计和人工智能方法构建>

关键词财务危机适度财务指标遗传算法Gauss函数 financial crisis moderate financial indicator genetic algorithm Gauss function

分类号 F275.5 [经济管理—企业管理]

引文网络
相关文献

参考文献6

1Altman E I. Financial ratios, discriminant analysis and prediction of corporate bankruptcy[J ]. Journal of Finance, 1968 (9): 589 - 609.
2Ohlson James A. Financial ratios and the probabilistic prediction of bankruptcy[J]. Journal of Accounting Research, 1980,18 (1) :109 - 131.
3Odom M D, Sharda R. A neural network model for bankruptcy prediction[C]. International Joint Conference on Neural Networks, 1990:163 - 168.
4Kingdon J, Feldman K, Genetic algorithms and applications to finance[J ]. Applied Mathematical Finance, 1995 (2) :89 - 116.
5吴世农,卢贤义.我国上市公司财务困境的预测模型研究[J].经济研究,2001,36(6):46-55. 被引量：1091
6李清.基于遗传算法的上市公司财务危机预测模型研究[J].数理统计与管理,2008,27(5):928-937. 被引量：11

二级参考文献16

1吴世农,黄世忠.企业破产的分析指标和预测模型[J].中国经济问题,1987(6):8-15. 被引量：123
2Altman E I. Financial Ratios, Discriminant Analysis and Prediction of Corporate Bankruptcy [J]. Journal of Finance, 1968, (9): 589-609.
3James A Ohlson. Financial Ratios and the Probabilistic Prediction of Bankruptcy [J]. Journal of Accounting Research, Spring 1980, 18(1): 109-131.
4Odom M D, Sharda R. A neural network model for bankruptcy prediction [C]. International Joint Conference on Neural Networks, 1990, (2)." 163-168.
5Tay F E H, Shen L. Economic and financial prediction using rough sets model [J]. European Journal of Operational Research, 2002, (141): 641-459.
6Bryant S M. A case-based reasoning approach to bankruptcy prediction modeling [J]. Intelligent Systems in Accounting Finance and Management, 1997, (6): 195-214.
7Thomas E McKee, Terje Lensberg. Genetic programming and rough sets:A hybrid approach to bankruptcy classification [J]. European Journal of Operational Research, 2002, (138): 436-451.
8Kingdon J, Feldman K. Genetic algorithms and applications to finance [J]. Applied Mathematical Finance, 1995, (2): 89-116.
9Franco Varetto. Genetic algorithms applications in the analysis of insolvency risk [J]. Journal of Banking & Finance, 1998, (22): 1421-1439.
10Kyung-Shik Shin, Yong-Joo Lee. A genetic algorithm application in bankruptcy prediction modeling [J]. Expert Systems with Applications, 2002, 23(3): 321-328.