| 基于Logistic回归分析的上市公司信贷违约概率预测模型研究 |
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| 引用本文： | 杨蓬勃,张成虎,张湘.基于Logistic回归分析的上市公司信贷违约概率预测模型研究[J].经济经纬,2009(2). |
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| 作者姓名： | 杨蓬勃 张成虎 张湘 |
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| 作者单位： | 1. 西安交通大学经济与金融学院,陕西,西安,710061;西安电子科技大学经济管理学院陕西西安710071
2. 西安交通大学经济与金融学院,陕西,西安,710061 |
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| 基金项目： | 国家自然科学基金，西安交通大学面向21世纪教育振兴行动计划（985计划） |
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| 摘 要： | 本文利用Logistic回归分析建立了上市公司信贷违约概率预测模型,通过选取样本数据、测试数据、年度配比数据和反映公司的偿债、举债经营和运作资金的能力的15个上市公司财务指标,首先使用样本数据和测试数据对模型进行了分析和检验,其次分别通过改变数据的配比方式、年度数据来观察模型预测分类结果,检验模型的历史预测能力,最后根据全文分析得出相关结论.
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| 关 键 词： | Logistic回归模型 信贷违约概率预测模型 财务指标 |
A Research into Listed Companies' Credit Default Probability Prediction Model Based on Logistic Regression Analysis |
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| YANG Peng-bo,ZHANG Cheng-hu,ZHANG Xiao.A Research into Listed Companies'' Credit Default Probability Prediction Model Based on Logistic Regression Analysis[J].Economic Survey,2009(2). |
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| Authors: | YANG Peng-bo ZHANG Cheng-hu ZHANG Xiao |
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| Institution: | 1.School of Economics and Finance;Xi'an Jiaotong University;Xi'an 710061;China;2.School of Economics and Management;Xidian University;Xi'an 710071;China |
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| Abstract: | In this paper,logistic regression analysis is used to establish the listed companies' credit default probability prediction model.Through selecting the sample data,the test data,the annual ratio data and the financial indicators of 15 listed companies which reflect the credit capacity,the leverage capacity and the capital operation capacity of companies,the authors analyse and test the model with the the sample data and the test data.Then by changing the matching way of data and the annual data,the authors ... |
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| Keywords: | Logistic regression model credit default probability prediction model financial indicator |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
