Title :
The Listed Company´s Financial Evaluation Based on PCA-Logistic Regression Model
Author_Institution :
Hongta Securities CO. Ltd., Kunming, China
Abstract :
The global financial crisis in 2007 made the companies´ competition environment and operation condition more hardly. As an important part of enterprise risk management, financial evaluation has also attracted more attention from scholars. The paper used PCA and logistic regression modeling comprehensively to create a listed company´s financial evaluation model. It used PCA to reduce dimension of financial ratios firstly, then the logistic regression model was used to create a listed company´s financial evaluation model.
Keywords :
finance; logistics; principal component analysis; regression analysis; risk management; PCA logistic regression model; competition environment; enterprise risk management; financial ratios; listed company financial evaluation; Companies; Conference management; Crisis management; Environmental management; Financial management; Linear regression; Logistics; Principal component analysis; Risk management; Technology management;
Conference_Titel :
Multimedia and Information Technology (MMIT), 2010 Second International Conference on
Conference_Location :
Kaifeng
Print_ISBN :
978-0-7695-4008-5
Electronic_ISBN :
978-1-4244-6602-3
DOI :
10.1109/MMIT.2010.148