Financial Crisis Early Warning Model Based on Non-Financial Index System of PLC

摘要：

　　In this article, we introduce the corporate ownership structure, corporate governance, and other major issues of one financial indicator, and consider the non-finance indicators of quoted companies and their comprehensive early warning index system of financial crisis.We construct the comprehensive early warning indicator model based on the combination of Fisher discriminate method and combined prediction method of Logistic.We do the empirical analysis and comparative analysis of pure financial indicators and the comprehensive index of financial and non-financial indicators.We conclude that the best optimal early warning effect is comprehensive early warning indicator model considering non financial indicators, which effectively promote the early warning capability.

关键词： Financial crisis Early warning model Financial indicators Non-financial indicators Logistic regression Fisher discriminant analysis

作者: DING Shaofang WANG donglin PENG Tong

作者单位: Foundation department, Beijing Vocational College of Electronic Science, 100176 College of science, North China University of Technology, 100144

会议类型: 国际会议

会议名称: The 6th International Institute of Statistics & Management Engineering Symposium(IISMES2014) (第六届国际统计与管理工程学术研讨会)

会议地点: 山东 威海

会议语种:英文

页码: 715-722

在线出版日期: 2014-07-20（万方平台首次上网日期，不代表论文的发表时间）