| 上市公司财务困境预测的改进马田系统方法 |
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| 引用本文： | 牛俊磊,程龙生.上市公司财务困境预测的改进马田系统方法[J].技术经济,2012,31(4):126-132. |
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| 作者姓名： | 牛俊磊 程龙生 |
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| 作者单位： | 南京理工大学经济管理学院,南京,210094 |
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| 基金项目： | 教育部人文社会科学研究规划基金项目“嵌入节能目标的震后灾区民用建筑重建工程质量评估体系及监管机制研究”，江苏省社会科学基金项目“江苏省文明城市测评体系研究” |
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| 摘 要： | 针对上市公司财务困境预测中产生的不平衡数据,研究了一种用于分类不平衡数据的改进的马田系统,并给出实施过程和分类器。对若干UCI数据集进行了实验比较,结果表明该方法对于不平衡数据有较好的分类效果,且能筛选出重要变量以降维。最后,运用该方法对上市公司的财务困境进行预测的实证研究结果表明,该方法在不平衡数据的条件下在识别处于财务困境的上市公司方面具有良好的效果。
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| 关 键 词： | 马田系统 财务困境 财务危机预测 不平衡数据 |
Improved Mahalanobis-Taguchi System Used to Predict Financial Distress of Listed Corporation |
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| Niu Junlei,Cheng Longsheng.Improved Mahalanobis-Taguchi System Used to Predict Financial Distress of Listed Corporation[J].Technology Economics,2012,31(4):126-132. |
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| Authors: | Niu Junlei Cheng Longsheng |
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| Institution: | (School of Economics and Management,Nanjing University of Science and Technology,Nanjing 210094,China) |
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| Abstract: | According to the imbalanced data born in predicting the financial distress of listed corporation,this paper proposes an improved Mahalanobis-Taguchi system(MTS) used to classify the imbalanced data,and gives the implementation process and the classifier.Then it makes a experimental analysis on the UCI data set.The results indicate that the proposed method is very effective not only in the classification of imbalanced data but also in the reduction of dimensionality.The empirical research result on predicting the financial distress of listed corporation indicates that the improved MTS is more effective to identify the listed corporate in financial distress. |
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| Keywords: | Mahalanobis-Taguchi system financial distress prediction for financial crisis imbalanced data |
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