Identification of Enterprise Financial Risk Based on Clustering Algorithm

被引:1
|
作者
Li, Bingxiang [1 ]
Tao, Rui [1 ]
Li, Meng [1 ]
机构
[1] Xian Univ Technol, Sch Econ & Management, Xian 710054, Peoples R China
基金
中国国家自然科学基金;
关键词
802.3 Chemical Operations - 903.1 Information Sources and Analysis;
D O I
10.1155/2022/1086945
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
In order to solve the problem that corporate financial risks seriously affect the healthy development of enterprises, credit institutions, securities investors, and even the whole of China, the K-means clustering algorithm, the risk screening process, and the Gaussian mixture clustering algorithm, the risk screening process, are proposed; experiments have shown that although the number of high-risk companies selected by the K-means algorithm is small, only 9% of the full sample, the high-risk cluster can contain nearly 30% of the new "special treatment" companies. If the time period is extended to the next 5 years, this proportion will be higher. Finally we found that if the prediction of "special handling" events is used as the criterion for evaluating high-risk clusters, then K-means clustering can effectively screen out those risky companies that need to be treated with caution by investors. The validity of the experiment is verified.
引用
收藏
页数:9
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