| 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].东北重型机械学院学报,2011(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（09XG04） |
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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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| Authors: | LI Yun-fei LI Peng-yan |
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| Affiliation: | 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 of the financial crisis,the annual financial data of listed companies as the input feature vectors,and combines genetic algorithm with support vector machine.The empirical results verify the validity of the model through the listed companies＇ financial evaluation model. |
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| Keywords: | financial evaluation genetic algorithm support vector machine |
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