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After The Company During The Financial Crisis Early Warning Model Research And The Analysis Of The Financial Crisis Impact

Posted on:2013-04-19Degree:MasterType:Thesis
Country:ChinaCandidate:Z ZhangFull Text:PDF
GTID:2240330374462598Subject:Statistics
Abstract/Summary:PDF Full Text Request
Financial model research has become a hot topic research at home and abroad, thispaper, from a new point of view in the background of global financial crisis, researches themodel of financial distress.Under the true condition of China, the paper chooses the financial index andnon-financial indicators, and establishes our financial distress model. This thesis discussesthe topic from two points:The first, under the global financial crisis environment, this thesis choose shanghaiand Shenzhen stork market listed companies as the sample in2009, using the financialindex and non-financial indicators to establish our financial distress model. We use ANNand SVM model, because they are more intelligent and more erect. By the contrast of themodel, we can draw a conclusion that the SVM model is more useful and more fitful to oureconomical conditions.The second, we choose shanghai and Shenzhen stork market listed companies as thesample in2005, and meanwhile we establish Logistic model which is called pre-financialcrisis model. By the same order, we can establish Logistic model by the2009data whichcalled after financial crisis model. We could draw a conclusion from the two models aboutwhether the shareholder and accounts have been exerted great impact on the financial crisisand what about the result of the influence. Total capital, retained earnings andnon-distribution earnings are also in the model, they are the same important.According to the output answers, we can see under the financial crisis erupting, thelisted companies in China of the form of financial distress model had changed. The listedcompanies in China are influenced, reflecting that the impact of listed companies in Chinaand the world economy relatively close contact. These conclusions can be for executivesand government regulation, which provides reference for accurate analysis, grasping thekey way to increase revenue, enterprises and reduce the loss.
Keywords/Search Tags:financial distress, financial crisis, Logistic model, Machine study
PDF Full Text Request
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