| 基于贝叶斯判别分析的上市公司财务危机预警模型研究 |
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| 引用本文： | 张立军,王瑛,刘菊红.基于贝叶斯判别分析的上市公司财务危机预警模型研究[J].商业研究,2009(4). |
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| 作者姓名： | 张立军 王瑛 刘菊红 |
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| 作者单位： | 湖南大学,统计学院,湖南,长沙,410079 |
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| 摘 要： | 以我国沪市A股上市公司为研究对象,选取2004年和2005年的ST公司和正常的公司各40家作为分析样本,另外各20家作为检验样本,采用9个财务指标进行贝叶斯判别分析。研究结果发现,该方法有较好的预测效果,可以为投资者、债权人和监管机构等提供判别依据。
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| 关 键 词： | 财务危机 贝叶斯判别 预警模型 |
Forewarning Model of Listed Companies against Financial Crisis Based on Bayesian Discrimination |
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| ZHANG Li-Jun,WANG Ying,LIU Ju-hong.Forewarning Model of Listed Companies against Financial Crisis Based on Bayesian Discrimination[J].Commercial Research,2009(4). |
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| Authors: | ZHANG Li-Jun WANG Ying LIU Ju-hong |
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| Institution: | College of Statistics;Hunan University;ChangSha 410079;China |
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| Abstract: | This paper samples the Shanghai A-share listed companies in China,involving 80 companies from 2004 to 2005,of which 40 are ST companies and the others are normal companies with 20 companies of each type are particularly studied It selects 9 financial indicators based on Bayesian Discrimination model,finding out that this method can bring very good predictable effects on regressing and forecasting,which can provide good reference for investors and regulators. |
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| Keywords: | financial crisis Bayesian Discrimination forewarning model |
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