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| Logistic方法在财务困境预测中的应用 | |
| 引用本文： | 李晓静,聂广礼,曾婧.Logistic方法在财务困境预测中的应用[J].中国管理信息化,2009,12(15):124-126. |
| 作者姓名： | 李晓静 聂广礼 曾婧 |
| 作者单位： | 1. 北京科技大学,经济管理学院,中国,北京,100083 2. 中国科学院,虚拟经济与数据科学研究中心,中国,北京,100083 3. 北京科技大学,应用科学学院,中国,北京,100083 |
| 摘 要： | 财务困境预测已成为国内外广泛关注的研究领域.财务困境预测方法主要包括多元线性判别法、逻辑回归法等参数方法以及神经网络等非参数方法,本文对各主要方法的优劣进行了评价,阐述了逻辑回归模型在财务困境预测领域的应用现状,并应用Logistic模型对我国上市公司进行了分类预测,在T-2年上取得了较好的预测精度. |
| 关 键 词： | 财务困境 预测 逻辑回归 |
The Application of Logistic Model Financial Distress Prediction |
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| LI Xiao-jing,NIE Guang-li,ZENG Jing.The Application of Logistic Model Financial Distress Prediction[J].China Management Informationization,2009,12(15):124-126. | |
| Authors: | LI Xiao-jing NIE Guang-li ZENG Jing |
| Institution: | 1. School of Economics and Management;University of Science and Technology Beijing;Beijing 100083;P.R. China;2. Research Center on Fictitious Economy and Data Science;Chinese Academy of Sciences;Beijing 100190;3. School of Applied Science; |
| Abstract: | Corporate Financial Distress Prediction attracts a lot of people's attention. The article summarized the main models in predicting financial distress which are Univariate Analysis,Multiple Discriminant Analysis,Logistic Regression,Neural Network,and so on. And features of different methods are discussed later. Then Logistic model is discussed in details. Finally,Logistic is applied to classify Chinese listed companies into ST and non ST groups. A good performance is received in year T-2. |
| Keywords: | Financial Distress Prediction Logistic Regression |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |