【摘要】 基于2003年1月—2016年5月我国A股连续2年财务亏损的上市公司样本,实证研究了随机森林模型对上市公司财务失败预警的应用。通过与逻辑斯蒂回归模型所得结果比较,证明了随机森林模型的预测精度高于逻辑斯蒂回归模型。更多还原

【Abstract】 Using the sample that losses for two consecutive years of listed companies in China’s A shares from January 2003 to May 2016,the application of Random Forest on the prediction of listed companies financial failure is studied. Compare with Logistic model,it is confirmed that the accurace rate of the Random Forest is better than Logistic model.更多还原