DocumentCode
2157476
Title
The Financial Early-Warning Model of Listed Companies
Author
Tian, Qing
Author_Institution
Sch. of Manage. Sci. & Eng., Dongbei Univ. of Finance & Econ., Dalian, China
fYear
2010
fDate
24-26 Aug. 2010
Firstpage
1
Lastpage
4
Abstract
This paper use Microsoft SQL Server 2005 data mining tools and three methods of neural networks, decision trees and logistic regression to establish the financial crisis early-warning model of listed companies. The conclusion is that the three kinds of methods have good results and the prediction accuracy rate are 80% or more. The accuracy of the decision tree algorithm model is higher than others.
Keywords
data mining; decision trees; financial management; neural nets; regression analysis; Microsoft SQL Server 2005 data mining tool; decision trees; financial crisis early-warning model; listed companies; logistic regression; neural network; prediction accuracy; Analytical models; Artificial neural networks; Biological system modeling; Companies; Data models; Predictive models; Profitability;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2010 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-5325-2
Electronic_ISBN
978-1-4244-5326-9
Type
conf
DOI
10.1109/ICMSS.2010.5576555
Filename
5576555
Link To Document