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基于多维时间序列的建筑业上市公司信用风险研究
Alternative TitleA Study on the Credit Risks of Construction Enterprises Based on the Multidimensional Time Series Analysis
张洪祥1,2; 郑泽宇1
Department数字工厂研究室
Source Publication工程管理学报
ISSN1674-8859
2018
Volume32Issue:3Pages:24-29
Contribution Rank1
Funding Organization国家自然科学基金面上项目(Y6JA180A01);辽宁省科技厅博士启动项目(201601340)
Keyword信用风险 时间序列 指数平滑 K均值算法
Abstract针对建筑行业上市公司的信用风险问题,提出基于多维时间序列的信用风险评价模型。该方法区别于独立时点的信用风险分析方法,使用多维时间序列对受评主体在采样周期内的信用趋势进行综合评价分析,从而解决孤立时点数据异常所造成的信用等级错评现象。同时,通过观察受评样本在采样周期内的信用趋势,分析上市公司的信用状态,得到较为真实的信用风险水平。通过实例验证,其评价结果与实际情况相符,证明该方法具有一定的实用价值.
Other AbstractTo investigate the credit risks of listed companies in the construction industry, this paper develops a novel model for credit evaluation based on the multi - dimensional time series. This model is different from the credit risk analysis method which is on the basis of independent time point data. The multidimensional time series data is used to evaluate the credit status of the selected samples during the data collection period. As a result, the misplaced phenomenon caused by the mutation of the isolated time point data is eliminated. Moreover, via observing the credit trends of the samples, we can analyze the stable credit status of the samples and obtain a relatively accurate credit risk. Based on empirical cases, the results of this study are validated and the findings have practical values.
Language中文
Document Type期刊论文
Identifierhttp://ir.sia.cn/handle/173321/22088
Collection数字工厂研究室
Corresponding Author张洪祥
Affiliation1.中国科学院沈阳自动化研究所;
2.辽东学院城市建设学院
Recommended Citation
GB/T 7714
张洪祥,郑泽宇. 基于多维时间序列的建筑业上市公司信用风险研究[J]. 工程管理学报,2018,32(3):24-29.
APA 张洪祥,&郑泽宇.(2018).基于多维时间序列的建筑业上市公司信用风险研究.工程管理学报,32(3),24-29.
MLA 张洪祥,et al."基于多维时间序列的建筑业上市公司信用风险研究".工程管理学报 32.3(2018):24-29.
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