| 基于GA-SVM的上市公司财务评价模型研究 |
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| 引用本文： | 李云飞,李鹏雁.基于GA-SVM的上市公司财务评价模型研究[J].燕山大学学报,2011,35(2):184-188. |
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| 作者姓名： | 李云飞 李鹏雁 |
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| 作者单位： | 1. 西安工程大学管理学院,陕西西安,710048
2. 哈尔滨工业大学人文与社会科学学院,黑龙江哈尔滨,150001 |
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| 基金项目： | 西安工程大学自然基础研究项目 |
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| 摘 要： | 财务评价是企业财务管理中的重要环节,本文在对传统财务评价方法的不足进行分析的基础上,结合财务管理理论和企业预警理论,采用GA-SVM方法建立上市公司财务评价模型。首先以沪深两市2007~2009年度A股上市公司为研究对象,以因财务状况异常而被列为特别处理的公司(ST公司)作为界定上市公司的财务危机标志,并以上市公司年报财务数据作为输入特征向量,然后将遗传算法与支持向量机相结合,通过实证方法建立上市公司财务评价模型,实证结果验证了该模型的有效性。
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| 关 键 词： | 财务评价 遗传算法 支持向量机 |
Research on financial evaluation model of listed companies based on GA-SVM |
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| LI Yun-fei,LI Peng-yan.Research on financial evaluation model of listed companies based on GA-SVM[J].Journal of Yanshan University,2011,35(2):184-188. |
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| Authors: | LI Yun-fei LI Peng-yan |
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| Institution: | LI Yun-fei1,LI Peng-yan2(1.School of management,Xi'an Polytechnic University,Xi'an,Shaanxi 710048,China,2.School of Humanities and Social Sciences,Harbin Institute of Technology,Harbin,Heilongjiang 150001,China) |
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| Abstract: | Financial evaluation is an important part in financial management of enterprises.Based on the analysis of the defect of traditional financial evaluation methods,a Financial Evaluation model using GA-SVM method combined with the financial management and early-warning theory is constructed in this paper.It takes the Shanghai and Shenzhen A-share listed companies in 2007-2009 as the research object,the companies specially treated because of their abnormal financial position(ST companies) as a defining symbol o... |
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| Keywords: | financial evaluation genetic algorithm support vector machine |
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