Research on modeling of government debt risk comprehensive evaluation based on multidimensional data mining

被引:1
|
作者
Li ChaoYing [1 ]
Wu Xiang Da [2 ]
Zhao En Hui [3 ]
机构
[1] Cent Univ Finance & Econ, Finance & Taxat Sch, Beijing 102200, Peoples R China
[2] Hubei Univ, Sch Marxism, Wuhan 430000, Peoples R China
[3] Chengdu Univ Informat Technol, Sch Management, Chengdu 610000, Peoples R China
关键词
Multidimensional data mining; Government debt risk; Comprehensive evaluation; Evaluation modeling; KMV model;
D O I
10.1007/s00500-021-06478-7
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
In order to solve the problems of low accuracy of data mining, high relative error rate of evaluation, and long time of evaluation in traditional government debt risk evaluation methods, this paper proposes a modeling method of government debt risk comprehensive evaluation based on multidimensional data mining. The MAFIA algorithm is used for multidimensional mining of government debt risk data, and K-means clustering algorithm is used for clustering processing of mined data. The KMV model is built based on the clustering findings, and the uncertainty factor is utilized to alter the model in order to provide a complete assessment of government debt risk using the modified KMV model. The experimental results show that the accuracy rate of government debt risk data mining is always above 91%, the relative error rate of evaluation is always below 3.4%, and the average evaluation time is 0.71 s, the practical application effect is good.
引用
收藏
页码:7493 / 7500
页数:8
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