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基于模糊神经网络的企业财务危机非线性组合预测方法研究
引用本文:李秉祥. 基于模糊神经网络的企业财务危机非线性组合预测方法研究[J]. 管理工程学报, 2005, 19(1): 19-23
作者姓名:李秉祥
作者单位:西安交通大学应用经济学博士后流动站,陕西西安,710036;西安理工大学工商管理学院,陕西西安,710048
基金项目:国家自然科学基金资助项目(70372053)
摘    要:本文提出了一种基于模糊神经网络的企业财务危机非线性组合建模与预测新方法,并给出了相应的混合学习算法。通过与多元线性回归模型、Fisher模型和Logistic回归模型的预测结果对比表明,该方法具有预测精度高,学习与泛化能力强,适应性广的优点。在预测上市公司财务危机方面优于其他方法。

关 键 词:财务危机  组合预测  多元线性分析  模糊神经网络
文章编号:1004-6062(2005)01-0019-05
修稿时间:2003-05-19

Research on Forecasting Firms Financial Distress Based on Nonlinear Combining of Fuzzy Neural Network
LI Bing-xiang. Research on Forecasting Firms Financial Distress Based on Nonlinear Combining of Fuzzy Neural Network[J]. Journal of Industrial Engineering and Engineering Management, 2005, 19(1): 19-23
Authors:LI Bing-xiang
Affiliation:LI Bing-xiang~
Abstract:This paper presents a new nonlinear composite forecasting method for corporate financial distress modeling and forecasting based on fuzzy neural network,and gives the corresponding composite learning algorithm. It has been shown that the method has more accurate forecasts,reinforcement learning properties and mapping capabilities by comparing with LPM,Fisher model and Logistic model. The method is better than others ones in forecasting financial distress in listed firms.
Keywords:financial distress  combining forecasts  multiple discriminant analysis  fuzzy neural network
本文献已被 CNKI 维普 万方数据 等数据库收录!
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