滑坡易发性评价是滑坡灾害防治的重要手段之一,而不合理的滑坡负样本会影响滑坡易发性评价,从而影响到滑坡灾害的防治,因此提供一种合理的负样本选取方法变得尤为关键。以西藏米林市的古滑坡为例,选择高程、坡度、坡向、坡位、距道路距...滑坡易发性评价是滑坡灾害防治的重要手段之一,而不合理的滑坡负样本会影响滑坡易发性评价,从而影响到滑坡灾害的防治,因此提供一种合理的负样本选取方法变得尤为关键。以西藏米林市的古滑坡为例,选择高程、坡度、坡向、坡位、距道路距离、距断层距离、距水系距离、地形起伏度、地层岩性、土地利用类型10类环境因子,使用Relief算法计算环境因子的贡献值并依据贡献值优化选择环境因子;基于环境因子优化的目标空间外向化采样法(target space exteriorization sampling,简称TSES)选择负样本,作为性能优异的随机森林模型的输入变量;之后结合优化的环境因子和正或负样本预测米林市的滑坡易发性,并用混淆矩阵和ROC曲线评价构建模型的性能。为检验环境因子优化的TSES法的有效性和先进性,采用耦合信息量法和TSES法选择滑坡负样本并构建随机森林模型,与环境因子优化的TSES法构建的随机森林模型进行对比研究。结果表明,环境因子优化的TSES法构建的随机森林模型的评价效果较好,其ACC为93.7%、AUC为0.987,均高于耦合信息量、TSES法构成的模型。环境因子优化的TSES法能够提高模型的精度,解决多因子作为约束条件取样中因子选取的问题,为滑坡易发性评价采集负样本提供了新的思路。展开更多
信用风险作为商业银行最普遍且影响最深的风险种类,银行业的信用风险管理的意识以及对它的度量和评价分析体系存在明显不足,因此对银行业信用风险的研究意义深远。文章选取2022年4家国有独资银行和28家城市商业银行为样本,基于美国CAME...信用风险作为商业银行最普遍且影响最深的风险种类,银行业的信用风险管理的意识以及对它的度量和评价分析体系存在明显不足,因此对银行业信用风险的研究意义深远。文章选取2022年4家国有独资银行和28家城市商业银行为样本,基于美国CAMEL评价体系,纳入银行成长性指标,运用因子分析法探讨上市商业银行信用风险影响因素。研究结果表明:(1) 股份制地方性商业银行的信用风险相对较大;(2) 提高流动性能够降低国有独资银行的信用风险;(3) 增强资产安全能力和盈利能力、提高资本充足性和流动性的可控程度可以更好降低商业银行的信用风险。Credit risk, as the most common and deeply influential type of risk in commercial banks, has obvious shortcomings in the awareness of credit risk management in the banking industry, as well as the measurement and evaluation analysis system for it. Therefore, the research on credit risk in the banking industry has profound significance. The article selects four state-owned sole proprietorship banks and 28 urban commercial banks in 2022 as samples, based on the CAMEL evaluation system in the United States, incorporates bank growth indicators, and uses factor analysis to explore the factors affecting credit risk of listed commercial banks. The research results indicate that: (1) the credit risk of local joint-stock commercial banks is relatively high;(2) improving liquidity can reduce the credit risk of state-owned sole proprietorship banks;(3) enhancing asset security and profitability, improving the controllability of capital adequacy and liquidity, can better reduce the credit risk of commercial banks.展开更多
文摘滑坡易发性评价是滑坡灾害防治的重要手段之一,而不合理的滑坡负样本会影响滑坡易发性评价,从而影响到滑坡灾害的防治,因此提供一种合理的负样本选取方法变得尤为关键。以西藏米林市的古滑坡为例,选择高程、坡度、坡向、坡位、距道路距离、距断层距离、距水系距离、地形起伏度、地层岩性、土地利用类型10类环境因子,使用Relief算法计算环境因子的贡献值并依据贡献值优化选择环境因子;基于环境因子优化的目标空间外向化采样法(target space exteriorization sampling,简称TSES)选择负样本,作为性能优异的随机森林模型的输入变量;之后结合优化的环境因子和正或负样本预测米林市的滑坡易发性,并用混淆矩阵和ROC曲线评价构建模型的性能。为检验环境因子优化的TSES法的有效性和先进性,采用耦合信息量法和TSES法选择滑坡负样本并构建随机森林模型,与环境因子优化的TSES法构建的随机森林模型进行对比研究。结果表明,环境因子优化的TSES法构建的随机森林模型的评价效果较好,其ACC为93.7%、AUC为0.987,均高于耦合信息量、TSES法构成的模型。环境因子优化的TSES法能够提高模型的精度,解决多因子作为约束条件取样中因子选取的问题,为滑坡易发性评价采集负样本提供了新的思路。
文摘信用风险作为商业银行最普遍且影响最深的风险种类,银行业的信用风险管理的意识以及对它的度量和评价分析体系存在明显不足,因此对银行业信用风险的研究意义深远。文章选取2022年4家国有独资银行和28家城市商业银行为样本,基于美国CAMEL评价体系,纳入银行成长性指标,运用因子分析法探讨上市商业银行信用风险影响因素。研究结果表明:(1) 股份制地方性商业银行的信用风险相对较大;(2) 提高流动性能够降低国有独资银行的信用风险;(3) 增强资产安全能力和盈利能力、提高资本充足性和流动性的可控程度可以更好降低商业银行的信用风险。Credit risk, as the most common and deeply influential type of risk in commercial banks, has obvious shortcomings in the awareness of credit risk management in the banking industry, as well as the measurement and evaluation analysis system for it. Therefore, the research on credit risk in the banking industry has profound significance. The article selects four state-owned sole proprietorship banks and 28 urban commercial banks in 2022 as samples, based on the CAMEL evaluation system in the United States, incorporates bank growth indicators, and uses factor analysis to explore the factors affecting credit risk of listed commercial banks. The research results indicate that: (1) the credit risk of local joint-stock commercial banks is relatively high;(2) improving liquidity can reduce the credit risk of state-owned sole proprietorship banks;(3) enhancing asset security and profitability, improving the controllability of capital adequacy and liquidity, can better reduce the credit risk of commercial banks.
