考虑Web金融信息的上市企业财务危机预测模型研究

计算机科学 ›› 2013, Vol. 40 ›› Issue (11): 295-298.

考虑Web金融信息的上市企业财务危机预测模型研究

边海容,万常选,刘德喜,江腾蛟

江西财经大学信息管理学院南昌330013 江西财经大学数据与知识工程江西省高校重点实验室南昌330013;江西财经大学信息管理学院南昌330013 江西财经大学数据与知识工程江西省高校重点实验室南昌330013;江西财经大学信息管理学院南昌330013 江西财经大学数据与知识工程江西省高校重点实验室南昌330013;江西财经大学信息管理学院南昌330013 江西财经大学数据与知识工程江西省高校重点实验室南昌330013

出版日期:2018-11-16 发布日期:2018-11-16
基金资助:
本文受国家自然科学基金项目(61173146),国家社会科学基金项目(12CTQ042),江西省自然科学基金项目(2010GZS0067)资助

Study on Financial Crisis Prediction Model with Web Financial Information for Listed Companies

BIAN Hai-rong,WAN Chang-xuan,LIU De-xi and JIANG Teng-jiao

Online:2018-11-16 Published:2018-11-16

摘要/Abstract

摘要： 以往财务危机预测研究主要基于财务指标,而随着研究的深入,财务指标本身的局限性也日益凸显,如财务报表的滞后性及财务数据易于被操纵等,这影响了财务危机预测模型的性能。鉴于此,通过情感倾向值的计算,将Web金融信息文本有效地数值化,并将其作为预测指标变量用于财务危机预测,使用LIBSVM分别构建纯财务指标预测模型和引入Web金融信息指标变量后的混合指标预测模型,并对模型的预测结果进行了比较分析。混合指标预测模型在预测的有效性、稳定性和超前性上均好于纯财务指标预测模型。

关键词: 情感分析,预测模型,Web金融信息,财务危机

Abstract: Previous studies on corporate financial crisis prediction are mainly based on financial measures．With further research,limitations of financial indicators have become increasingly prominent．Characteristics of financial indicators have affected the performance of the financial crisis prediction model,such as hysteresis quality and easy to be manipulated．In view of this,this paper transformed the text of Web financial information into numerical by calculating sentiment tendencies value,then took the sentiment tendencies value as indicator variables of financial crisis prediction model．Two prediction models of pure financial indicators and mixed indicators with the sentiment tendencies value of Web financial information were constructed．The prediction results of prediction models were examined．The model of pure financial indicators is better than the model of mixed indicators in the validity,stability and advancing of prediction.

Key words: Sentiment analysis,Rediction model,Web financial information,Financial crisis

边海容,万常选,刘德喜,江腾蛟. 考虑Web金融信息的上市企业财务危机预测模型研究[J]. 计算机科学, 2013, 40(11): 295-298. https://doi.org/

BIAN Hai-rong,WAN Chang-xuan,LIU De-xi and JIANG Teng-jiao. Study on Financial Crisis Prediction Model with Web Financial Information for Listed Companies[J]. Computer Science, 2013, 40(11): 295-298. https://doi.org/

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