基于卡爾曼濾波的財(cái)務(wù)困境預(yù)測(cè)方法與應(yīng)用研究——以電力企業(yè)為例
發(fā)布時(shí)間:2019-05-31 21:29
【摘要】:以電力企業(yè)為研究對(duì)象,健康電力企業(yè)為對(duì)照組,出現(xiàn)財(cái)務(wù)困境的電力企業(yè)為實(shí)驗(yàn)組,利用其困境出現(xiàn)前窗口期的一系列財(cái)務(wù)指標(biāo),對(duì)其窗口期后出現(xiàn)財(cái)務(wù)困境進(jìn)行預(yù)測(cè),可以理想地預(yù)測(cè)財(cái)務(wù)困境的出現(xiàn)。這一結(jié)果表明,基于動(dòng)態(tài)發(fā)展觀的卡爾曼濾波財(cái)務(wù)困境預(yù)測(cè)法,可以較好地預(yù)測(cè)電力公司的財(cái)務(wù)困境,且具有較好的推廣價(jià)值和應(yīng)用前景。
[Abstract]:Taking the electric power enterprise as the research object, the healthy electric power enterprise as the control group, and the electric power enterprise with financial distress as the experimental group, this paper forecasts the financial distress after the window period by using a series of financial indexes of the window period before the financial distress appears. It is ideal to predict the emergence of financial distress. The results show that the Kalman filter financial distress prediction method based on dynamic development view can predict the financial distress of power companies, and has a good promotion value and application prospect.
【作者單位】: 國網(wǎng)江蘇省電力公司經(jīng)濟(jì)技術(shù)研究院;東南大學(xué)經(jīng)濟(jì)管理學(xué)院;
【分類號(hào)】:F406.7;F426.61
,
本文編號(hào):2490024
[Abstract]:Taking the electric power enterprise as the research object, the healthy electric power enterprise as the control group, and the electric power enterprise with financial distress as the experimental group, this paper forecasts the financial distress after the window period by using a series of financial indexes of the window period before the financial distress appears. It is ideal to predict the emergence of financial distress. The results show that the Kalman filter financial distress prediction method based on dynamic development view can predict the financial distress of power companies, and has a good promotion value and application prospect.
【作者單位】: 國網(wǎng)江蘇省電力公司經(jīng)濟(jì)技術(shù)研究院;東南大學(xué)經(jīng)濟(jì)管理學(xué)院;
【分類號(hào)】:F406.7;F426.61
,
本文編號(hào):2490024
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