資源描述：
《基于Mixed Multinomial Logit模型的財(cái)務(wù)困境預(yù)警分析：以制造業(yè)為例》由會(huì)員上傳分享，免費(fèi)在線閱讀，更多相關(guān)內(nèi)容在學(xué)術(shù)論文-天天文庫。
1、-哈爾濱工業(yè)大學(xué)管理學(xué)碩士學(xué)位論文AbstractFinancialcrisisof2008highlightedtheshortcomingsofriskmanagementpracticeswithinthelendingenvironmentandriskassessmentatthemicrolevel.Lendersandotherinvestorsinthecorporatesectoralongwithregulatorsrequiretimelyinformationonthedefaultriskprobabilityofcorporations
2、.Thecontinualdevelopmentofconceptuallyricherandmoreaccurateforecastingmodelsisofimportancetoregulators,practitioners,andacademics.ThethesistakesChinese201listingcorporationsasthesample,basedonthetheoreticalanalysisandtheactualsituationofChinesesecuritiesmarket,thecompaniesisdividedint
3、othree-stateclassification:financialdistresscompany,sub-healthcompany,healthycompany.Intheresearch,themixedmultinomiallogitisthemainmethodused,comparedwithtraditionalstandardmultinomiallogit,mixedmultinomiallogitrelaxesbehaviorallyquestionableassumptionsassociatedwithindependencefromi
4、rrelevantalternatives（I.I.A）andallowedforobservedandunobservedheterogeneity,themodelshowsthegreaterflexibility.Thenmultinomiallogitandmixedmultinomiallogitmodelareemployedtoestablishthree-stateclassificationfinancialdistresspredictionmodelusingfinancialratiosdataintheinvestigationresp
5、ectively.Theempiricalresultsdemonstratethatmodel-fitsandout-of-sampleforecastingaccuracyofthemixedmultinomiallogitaremuchsuperiortostandardmultinomiallogit.Also,mixedmultinomiallogitallowsameaningfulinterpretationoftheroleofthemeanandvarianceinfluenceofaparticularvariablethroughthestr
6、uctureofitsparameterspace.Themixedmultinomiallogitmodelthatconstructsintheresearchnotonlycanbeusedtopredictthree-stateclassification,butalsocanapplytopredicttwo-stateclassification.Themodelhavevaluableapplicationinfinancialdistress.Keywords:financialdistressprediction,three-stateclass
7、ification,mixedmultinomiallogit,multinomiallogit----II----哈爾濱工業(yè)大學(xué)管理學(xué)碩士學(xué)位論文目錄摘要...............................................................................................................................IAbstract.......................................................................
8、.....
