本文選題：主成分分析 + Logistics回歸��； 參考：《哈爾濱工業(yè)大學(xué)》2012年碩士論文

【摘要】：從上個(gè)世紀(jì)20年代以來(lái)，關(guān)于小企業(yè)信用評(píng)估的探索就已經(jīng)成為國(guó)外信用評(píng)估研究的熱點(diǎn)，相關(guān)學(xué)者立足于不同的角度和方法對(duì)小企業(yè)信用評(píng)估進(jìn)行了深入全面的研究。經(jīng)過(guò)多年的發(fā)展，在形成了一定理論研究成果的同時(shí)，該方法的應(yīng)用也極大的推進(jìn)了當(dāng)?shù)亟?jīng)濟(jì)的發(fā)展和提高。在國(guó)外的研究中，小企業(yè)具有一套適合自身特征的信用評(píng)估方法和指標(biāo)體系。但是目前我國(guó)在小企業(yè)的信用評(píng)估方面尚處于起步階段，大部分研究是將小企業(yè)與中型企業(yè)混合在一起探討信用評(píng)估方法，這與小企業(yè)自身特征不符，而國(guó)內(nèi)專門針對(duì)小企業(yè)的文獻(xiàn)研究少之又少，尚未形成一套完善的小企業(yè)信用評(píng)估體系。 鑒于目前國(guó)內(nèi)對(duì)小企業(yè)信用評(píng)估的研究現(xiàn)狀，本文在對(duì)國(guó)內(nèi)外相關(guān)理論進(jìn)行梳理的基礎(chǔ)之上，從小企業(yè)自身特征出發(fā)，通過(guò)對(duì)小企業(yè)信用數(shù)據(jù)及指標(biāo)的特點(diǎn)進(jìn)行分析，并結(jié)合現(xiàn)有的研究方法及其應(yīng)用成果，得出了現(xiàn)有研究方法本身的不足之處以及在小企業(yè)信用評(píng)估應(yīng)用方面存在的缺陷，由此構(gòu)建了由Logistics分析和神經(jīng)網(wǎng)絡(luò)ANN分析共同組成的小企業(yè)信用評(píng)估方法，即首先針對(duì)小企業(yè)的指標(biāo)特點(diǎn)引入Logistics方法進(jìn)行指標(biāo)篩選，隨后將篩選出來(lái)的顯著性變量作為神經(jīng)網(wǎng)絡(luò)模型的輸入變量進(jìn)行信用評(píng)估，并對(duì)該方法在小企業(yè)信用評(píng)估方面的應(yīng)用進(jìn)行了深入研究，最后將其應(yīng)用結(jié)果與現(xiàn)存的小企業(yè)信用評(píng)估方法進(jìn)行對(duì)比，，得出了該方法具有判別精度高、簡(jiǎn)單易行等特點(diǎn)，進(jìn)而結(jié)合該結(jié)果對(duì)未來(lái)的小企業(yè)信用評(píng)估研究提出了相關(guān)的結(jié)論和建議。
[Abstract]:Since the 1920s, the research on the credit evaluation of small enterprises has become a hot topic in foreign countries, and some scholars have made a thorough and comprehensive study on the credit evaluation of small enterprises from different angles and methods. After years of development, some theoretical research results have been formed, and the application of this method has greatly promoted the development and improvement of local economy. In foreign research, small enterprises have a set of credit evaluation methods and index system suitable for their own characteristics. However, at present, the credit evaluation of small enterprises in China is still in its infancy, most of the research is to mix small and medium-sized enterprises to discuss the methods of credit evaluation, which is not consistent with the characteristics of small enterprises. However, there is very little literature research on small enterprises in China, which has not yet formed a perfect credit evaluation system for small enterprises. In view of the current domestic research status of small business credit evaluation, this paper, on the basis of combing the relevant theories at home and abroad, starts from the characteristics of small enterprises, through the analysis of the characteristics of small business credit data and indicators. Combined with the existing research methods and their application results, the shortcomings of the existing research methods and the shortcomings in the application of small enterprises credit evaluation are obtained. Based on this, a credit evaluation method for small enterprises is constructed, which is composed of Logistics analysis and neural network ANN analysis. Firstly, the Logistics method is introduced to screen the indexes according to the characteristics of small enterprises. Then the salient variables are used as the input variables of the neural network model to evaluate the credit, and the application of this method in the small enterprise credit evaluation is studied deeply. Finally, the application results are compared with the existing small enterprise credit evaluation method, and it is concluded that the method has the characteristics of high accuracy, simplicity and so on. Based on the results, some conclusions and suggestions are put forward for the future research on credit evaluation of small enterprises.
【學(xué)位授予單位】：哈爾濱工業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F275;F276.3;F832.4

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