碩士 / 真理大學 / 財經研究所 / 100 / When the company has financial problems, investors and banks will need to predict the future financial position of the company to reduce some loss of money by a complete set of early warning mechanism. An early warning mechanism must coordinate three aspects form study variable type, feature methods, early warning models. In this article, the study sample is listed companies in the electronics after the financial crisis, and it is found financial ratios and non-financial ratios, to be divided into two groups. one group use only financial ratios, another use financial ratios and non-financial ratios, then using stepwise logit model and factor analysis select variables. This selected variables input logit models, neural networks and support vector machines, to be composed of multiple warning modes. Finally, using the average cross-validation of prediction accuracy rates and misclassification costs examine all early warning modes to find the best early warning mode.
Identifer | oai:union.ndltd.org:TW/100AU000744001 |
Date | January 2012 |
Creators | Pan, Xinwen, 潘信文 |
Contributors | Chang, Hsiuyun, 張秀雲 |
Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
Language | zh-TW |
Detected Language | English |
Type | 學位論文 ; thesis |
Format | 73 |
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