基于适度财务指标和遗传算法的财务危机预测模型研究

Studies on the Prediction Models of Financial Crisis Based on Moderate Financial Indicators and Genetic Algorithm

以往进行财务危机预测主要使用统计方法建模,迄今尚未见到因考虑财务指标的适度性而建立遗传算法模型的中外文献。适度财务指标是指该指标在某个区间内公司才是健康的,过大或过小则公司发生财务危机的可能性都较大。故以中国上市公司数据为样本,建立了基于适度财务指标和遗传算法的创新型财务危机预测模型,结果显示该类模型具有较高的预测准确率。

Modeling for prediction of financial crisis in the past mainly use statistical methods. So far, the genetic algorithm model established by moderate financial indicators hasn＇t been seen in Chinese and foreign literature. Moderate financial indicators means if the indicators are within a certain range, the company is healthy. If they are too large or too small, the company is more possible to have a financial crisis. In this paper, the author used data of Chinese listed companies as sample, and established innovative prediction models of financial crisis by using moderate financial indicators and genetic algorithm. Study results showed that these models can predict financial crisis more accurately.