基于多属性决策模型检测公司财务危机研究

Research on Corporate Financial Crisis Detecting Based on Multiple-attribute Decision Model

近年来,对公共公司的相关财务危机事件已经获得了越来越多的关注。在本文中,我们提出了一种新的多属性决策模型来预测公司财务困境的可能性。该模型包含两个主要阶段,即属性权重的计算与财务危机的检测。通过对上海和深圳证券市场20家企业进行实验,表明在大多数情况下本文提出的模型的性能优于其他方法,模型可以有效地检测出早期的财务危机。

in recent years,the related financial crisis event in the Public Companies has gained more and more attention. This paper proposes the possibility of multiple-attribute decision-making model to forecast company＇s financial crisis. The model consists of two main stages, that is the calculation of the weights of attributes and detection of financial crisis. Through the experiment toward 20 enterprises from the Shanghai and Shenzhen stock markets,it shows that in most cases performance of the model presented in this paper is superior to that of other methods,and the model can effectively detect the early financial crisis.