Title :
The Listed Company´s Credit Rating Based on Logistic Regression Model Add Non-financial Factors
Author :
Wei, Yong ; Xu, Shouxiang ; Meng, Fanhua
Author_Institution :
Software Eng. Dept., Shenzhen Inst. of Inf. Technol., Shenzhen, China
Abstract :
This paper designs a set of enterprise credit rating index system,in addition to traditional financial ratios, it joined the non-financial factors. then used the logical regression approach to create company´s credit rating model, the result shows that the overall discrimination rate reached 95%, the models predict results accurately.
Keywords :
finance; regression analysis; enterprise credit rating index system; financial ratios; listed company credit rating; logistic regression model; nonfinancial factors; Biological system modeling; Companies; Economics; Indexes; Industries; Logistics; Predictive models; list company; logistic regression model; non-financial factors;
Conference_Titel :
Modeling, Simulation and Visualization Methods (WMSVM), 2010 Second International Conference on
Conference_Location :
Sanya
Print_ISBN :
978-1-4244-7077-8
Electronic_ISBN :
978-1-4244-7078-5
DOI :
10.1109/WMSVM.2010.69
