基于机器学习和时间序列预测的企业风险分析

Research on Enterprise Risk Analysis Based on Machine Learning and Time Series Prediction

中小微企业是经济发展的重要推动力之一,建立一套合理有效的信贷策略,从而解决中小微企业的融资问题。基于此,通过TOPSIS法建立中小微企业的信贷风险模型,使用时间序列模型预测企业未来发展实力,进而对企业的信贷风险做出了合理的预测,考虑突发因素(如新冠疫情)对企业经济发展的影响,为银行制定了放贷策略。

Small and medium-sized enterprises are one of the important driving forces for economic development.A reasonable and effective credit strategy has been established to solve the financing problems of small and medium-sized enterprises.This paper establishes a credit risk model for small and medium-sized micro enterprises by TOPSIS method;uses the time series model to predict the future development strength of enterprises;and then makes a reasonable prediction of the credit risk of enterprises.Considering the impact of unexpected factors(such as the new coronavirus epidemic)on the economic development of enterprises,it formulates lending strategies for banks.