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1、大連理工大學(xué)博士學(xué)位論文上市公司財務(wù)危機(jī)預(yù)警模型研究姓名:劉彥文申請學(xué)位級別:博士專業(yè):技術(shù)經(jīng)濟(jì)與管理指導(dǎo)教師:欒慶偉;李延喜20090301上市公司財務(wù)危機(jī)預(yù)警模型研究ResearchontheFinancialCrisisEarlyWarningModelofListedCompaniesAbstractWhilethedog--eat--dogmarketeconomyispregnantwiththeopportunityfordevelopment,therearecountlessriskandcrisishidedinit.Astolistedc
2、ompany,thesituationthatitistitled謝th“ST,’plateandevenforcedtoquitlistingbecauseoffinancialcrisisgrowsmoreandmoreseriously.Itisnotonlythethreattoexistenceanddevelopmentofthecompanyfailingintothefinancialcrisis,butalsobringsenormouslosstoinvestorsandcreditors.Sotoestablishafmancialcri
3、sisearlywarningindexsystemwhichisdisrelatedandcoveredamountofinformation,andbuildupafmancialcrisisearlywarningmodel,hasbecometheimportantaspectofstabilifyingthedevelopmentofstockmarket,nationaleconomy,andsociety.Intheempiricalresearchpartofthispaper,wehaveseparatelyusedLogisticEarly
4、WarningModel,GeneticAlgorithmandNeuralNetworktosetupandtesttheearlywarningmodel.Therearefivepartsinthispaper.Firstly,backgroundofresearchoffinancialriskandresearchsignificanceisintroduced,andthestatueofresearchovertheworldisfurtherintroduced.Secondly,wehaveintroducedtheresearchtheor
5、yofbusinessfinancialcrisis,andsummarizedthedevelopmentofenterprises,meaningofcorporatefinancialcrisisandtheformationofenterprisefinancialcrisis.Thirdly,relatedtheoryoffinancialcrisisearly—warningisexpatiated,andqualitativeandquantitativemethodsoffmancialcrisisearly·warningarerespect
6、ivelyreviewed.Fourthly,weselectedthevariablesandsamplestodesigntheresearch,andextractedprincipalcomponentfactors.ThefifthpartbuildsupthefinancialcrisisearlywarningmodelsbyLogisticEarlyWamingModel,BPNeuralNetworkandGA-BPNeuralNetworkafterextractingprincipalcomponentfactors.Andtheempi
7、ricalresultsarecomparedtogetaconclusion.Atlast,wesummarizetheresearchconclusionandtheshortcomingsofourstudyandsuggestmentsforfurtherstudy.Themaincharacteristicandinnovationofthispaperlieintwoaspects.Firstly,theindexsystemismoreintegrateforincludingnon—financialindexes.Secondly,webui
8、ldupafinancialcrisi