A NEW APPROACH OF CORPORATE FINANCIAL DISTRESS PREDICTION BASED ON ROUGH SET THEORY AND NEUTRAL NETWORK

被引：0
|
作者：
Zhang, Zhiheng [1 ]
Yuan, Li [1 ]
Chen, Xu [1 ]
Mao, Huayang [1 ]
机构：
[1] Chongqing Inst Technol, Accounting Res Ctr, Chongqing 400050, Peoples R China
来源：
PROCEEDINGS OF THE 38TH INTERNATIONAL CONFERENCE ON COMPUTERS AND INDUSTRIAL ENGINEERING, VOLS 1-3 | 2008年
关键词：
Financial distress; Rough set; Neural network; Information entropy; Prediction;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper proposed a new approach of financial distress predicting, combining rough set theory with neutral network method. The authors adopted rough set theory and information entropy concept to simplify the financial index and to reduce the numbers of the variables of network input layer, therefore, to optimize the structure of network. This approach could increase the calculation efficiency and predicting accuracy of radial basis function network In this paper, this approach was used to make predictions on the financial data of the publicly-traded companies in China from the year 2003 to 2006, which was approved to be capable to predict financial distress. Compared with Fisher Discrimination Method, the approach proposed in this paper boasts of certain advantages to some extent.
引用
收藏
页码：576 / 580
页数：5
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