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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
Source Publication工程管理学报
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
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.
Document Type期刊论文
Corresponding Author张洪祥
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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