Discrimination models of the financial crisis of listed companies and its application

被引：0
|
作者：
He, YZ [1 ]
Pang, SL
机构：
[1] Jinan Univ, Logist Grp, Guangzhou 510632, Guangdong, Peoples R China
[2] Jinan Univ, Coll Informat Sci & Technol, Guangzhou 510632, Guangdong, Peoples R China
来源：
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS | 2006年 / 13卷
关键词：
listed companies; financial crisis; Linear Discrimination Model; Logistic Regression Model;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper regards 100 listed companies of our country (50 ST companies and 50 non- ST companies) as the researched sample. The data of this sample come from Shenzhen Stock Exchange and Shanghai Stock Exchange. This paper aims at setting up a discrimination model with a few variables and getting a good resultand it can be used in analyzing financial state of listed companies in different trades. This paper introduces the cash How index. It chooses 7 indexes as predicting the variable from all financial indexes of listed companies. This paper uses Linear Discrimination Model and Logistic Regression Model to set up two kinds of discriminate models for predicting the financial state of listed companies, and the comparison is made with two models.
引用
收藏
页码：189 / 196
页数：8
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