Dynamic Bayesian network model for the enterprise financial risk warning

被引：1
|
作者：
Wang Shuangcheng [1 ]
Shao Ruiqing [2 ]
Leng Cuiping [1 ]
机构：
[1] Shanghai Lixin Univ Commerce, Sch Math & Informat, Shanghai, Peoples R China
[2] Shanghai Lixin Univ Commerce, Lixin Accounting Res Inst, Shanghai, Peoples R China
来源：
ECBI: 2009 INTERNATIONAL CONFERENCE ON ELECTRONIC COMMERCE AND BUSINESS INTELLIGENCE, PROCEEDINGS | 2009年
基金：
中国国家自然科学基金;
关键词：
dynamic Bayesian network; classifier; risk warning;
D O I：
10.1109/ECBI.2009.79
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
At present, the methods of enterprise financial risk warning emphasize static function dependency or dynamic propagation of time series, which results in a unconsistent combination of the static and dynamic information. In this paper, a dynamic hierarchical naive Bayesian network model is developed for enterprise financial risk warning. The process of using the model and the methods of analysing contribution on risk level prediction are presented. This model features universality and can be widely used in other risk warning domains.
引用
收藏
页码：431 / +
页数：2
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