基于SVM方法的上市公司财务预警模型研究-管理科学与工程专业论文.docxVIP

The Study on Financial Crisis Early-warning Model of Listed Companies Based on SVM Abstract Along with the rapid development of our country’s stock market, listed firms’ financial issues are being paid more and more attention by shareholders, creditors, government’s administrations and other related beneficial people. Therefore, to build a financial index system which not being related with each other and covering vast information,a financial affairs early warning model with high discernment, are going to play an important role on stabilizing stock market, domestic economics and even the society to all the investors and managers of the stock market. On the basis of analyzing both domestic and foreign literatures, we picked up 94 listed firms from Stock Exchange of Shenzhen and Shanghai as the investigative samples. After analyzing the definition and the cause of formation of financial crisis, 25 original finance indexes were selected. By the text of significance and factor analysis，finally, 10 finance indexs were selected，which contain debt-paying ability，profit-making ability， performing ability，cash flow、growing ability，provide a all-sided reflecting to listed firms’ financial issues。In this article we brought Supports Vector Machine（SVM）to financial crisis and got the approving effect. It is going to be a new idea for financial crisis research. Key words：Financial crisis, Factor analysis, Test of Significance, Supports Vector Machine  目 录 中文摘要 .................................................................................................................................................. II  HYPERLINK \l _bookmark0 目 录 .....................................................................................................................................................IV  HYPERLINK \l _bookmark1 第一章 绪论 ........................................................................................................................................... 1  HYPERLINK \l _