| 基于贝叶斯判别法的上市公司财务预警模型 |
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| 引用本文： | 张乐. 基于贝叶斯判别法的上市公司财务预警模型[J]. 南方金属, 2009, 0(2) |
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| 作者姓名： | 张乐 |
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| 作者单位： | 嘉应学院数学系,广东,梅州,514015 |
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| 摘 要： | 利用贝叶斯判别法,以我国沪市A股上市公司为研究对象,选取2005和2006的ST公司和正常的公司各70家作为分析样本,建立财务预警模型.经检验,该方法预测的效果较好,准确率达到85.7%,可为投资者、债权人和监管机构等提供判别依据.
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| 关 键 词： | 财务危机 财务预警 因子分析 贝叶斯判别 |
A financial early warning model based on Bayes criterion for a share-listed company |
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| ZHANG Le. A financial early warning model based on Bayes criterion for a share-listed company[J]. Southern Metals, 2009, 0(2) |
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| Authors: | ZHANG Le |
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| Affiliation: | Jiaying Institute;Meizhou 514015;Meizhou;Guangdong |
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| Abstract: | A financial early warning model was built based on the Bayes Criterion,and by taking into account 70 normal companies and 70 special treated(ST) companies listed in Shanghai A Stock Market.It was demonstrated that an accuracy of 85.7% was attained using this model in predicting the market trends,thus providing the investors,creditors and regulators with a good instruction. |
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| Keywords: | financial crisis financial early warning factor analysis Bayes Criterion |
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