本文選題：成長期　切入點：財務危機　出處：《財經(jīng)論叢》2017年07期

【摘要】：本文將Kalman濾波智能算法與Logistic回歸傳統(tǒng)模型相結合,對成長期上市公司財務危機進行預測。結果表明:公司治理因素對上市公司是否發(fā)生財務危機具有顯著影響;比較而言,Kalman濾波算法算得的專一性優(yōu)于Logistic回歸模型;臨近被ST的T-1期模型Ⅰ、Ⅱ以及T-3期模型Ⅱ計算所得敏感性高于Kalman濾波算法敏感性結果,但T-3期模型Ⅰ及T-5期模型Ⅰ、Ⅱ敏感性皆低于Kalman濾波算法得到的敏感性。文章最后提出了成長期上市公司避免陷入財務困境的政策建議。
[Abstract]:In this paper, the Kalman filter intelligent algorithm is combined with the traditional Logistic regression model to predict the financial crisis of the growing listed companies.The results show that corporate governance has a significant impact on the financial crisis of listed companies; compared with the Logistic regression model, the algorithm is more specific than the Logistic regression model.The sensitivity of T-3 phase model 鈪，

本文編號：1722132