基于FOA算法的Logistic回归模型的财务预警研究

王永萍,纪秋英,柴佳佳

系统科学与数学 ›› 2017, Vol. 37 ›› Issue (2) : 573-586.

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系统科学与数学 ›› 2017, Vol. 37 ›› Issue (2) : 573-586. DOI: 10.12341/jssms13085
论文

基于FOA算法的Logistic回归模型的财务预警研究

    王永萍1,纪秋英2,柴佳佳3
作者信息 +

An Research of Financial Early Warning About Logistic Model Based on FOA

    WANG Yongping1 ,JI Qiuying2 ,CHAI Jiajia3
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摘要

制造行业中企业的财务危机频发使得财务预警系统显得格外的重要.针对现有的预警模型对制造业企业的财务风险预测精度不高的问题,以最近两年被特别处理的上市公司为研究对象,将FOA算法与Logistic财务预警模型相结合构建了FOA-Logistic财务预警模型,并对其进行了测试,测试结果显示FOA-Logistic的识别率大幅提升,证明了模型的有效性.

Abstract

Frequent manufacturing industry enterprise's financial crisis makes financial early warning system is particularly important. In view of the existing early warning model prediction accuracy of manufacturing enterprise is not high, this article will treat ST companiesin last two years as the research object and combine FOA algorithm with Logistic financial early warning model to build the FOA - Logistic financial early warning model, and carries on the test. The test results showed that the FOA - Logistic recognition rate soared, which proved the validity of the model.

关键词

果蝇优化算法 / 财务预警 / Logistic回归模型 / 财务风险.

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王永萍 , 纪秋英 , 柴佳佳. 基于FOA算法的Logistic回归模型的财务预警研究. 系统科学与数学, 2017, 37(2): 573-586. https://doi.org/10.12341/jssms13085
WANG Yongping , JI Qiuying , CHAI Jiajia. An Research of Financial Early Warning About Logistic Model Based on FOA. Journal of Systems Science and Mathematical Sciences, 2017, 37(2): 573-586 https://doi.org/10.12341/jssms13085
中图分类号: 03C65   
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