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机器学习算法在房地产企业财务风险预警中的性能比较

Performance Comparison of Machine Learning Algorithm in Financial Risk Warning of Real Estate Enterprises

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【作者】 周传华周子涵夏徐东周东东

【Author】 ZHOU Chuanhua;ZHOU Zihan;XIA Xudong;ZHOU Dongdong;School of Management Science and Engineering, Anhui University of Technology;School of Computer Science and Technology, University of Science and Technology of China;

【通讯作者】 周子涵;

【机构】 安徽工业大学管理科学与工程学院中国科学技术大学计算机科学与技术学院

【摘要】 基于AdaBoost-SVM的房地产企业财务风险预警模型将支持向量机(SVM)和自适应增强(AdaBoost)算法结合在一起,选取19个财务指标,基于60家房地产上市公司2005—2021年的财务面板数据进行仿真计算以及同类预警模型性能对比分析。结果表明,构建的算法模型在企业财务风险评估预测性能上优于同类4种算法模型,可有效帮助房地产企业提前预警潜在危机,防范财务风险,提升企业的竞争能力。

【Abstract】 Based on the financial risk early warning model of real estate enterprises, Adaboost-SVM combines support vector machine(SVM)and Adaptive Boosting(AdaBoost) is combined. Selecting 19 financial indicators, based on the financial panel data of 60 listed real estate companies from 2005 to 2021, the simulation calculation and comparative analysis of similar early warning model performance were carried out. The results show that the constructed algorithm model is superior to the same four algorithm models in the performance of enterprise financial risk assessment and prediction, which can effectively help real estate enterprises to warn potential crisis in advance, prevent financial risks, and improve the competitiveness of enterprises.

【基金】 国家自然科学基金(71772002,61702006);复杂系统多学科管理与控制安徽普通高校重点实验室资助项目(CS2020-04)
  • 【文献出处】 科技和产业 ,Science Technology and Industry , 编辑部邮箱 ,2023年15期
  • 【分类号】F832.51;TP181;F299.233.42
  • 【下载频次】14
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