Research on early warning model for financial crisis of public companies based on the improved PCA

被引：0

作者：

Lin, Zhenhong ^{[1
]}

机构：

[1] Zhejiang university of finance and economics, Zhejiang Hangzhou 310018, China

来源：

Journal of Convergence Information Technology | 2012年 / 7卷 / 18期

关键词：

Principal component analysis;

D O I：

10.4156/jcit.vol7.issue18.60

中图分类号：

O212 [数理统计];

学科分类号：

摘要：

This paper combines the principle component analysis with the radial base function neutral network (RBFN). Based on the traditional finance indicators, this paper introduces the current flow indicator for reflecting the actual finance condition of enterprises, extracts indicators and reduces dimensions PCA, determines the finance conditions of enterprises by using the RBFN and constructs a the PCA-RBFN model for the early warning of the financial crisis of public companies. The test proves that this model has a higher modeling precision and generalization capability.

引用

页码：498 / 505