基于卡尔曼滤波的财务困境预测方法与应用研究——以电力企业为例
发布时间：2019-05-31 21:29
【摘要】：以电力企业为研究对象,健康电力企业为对照组,出现财务困境的电力企业为实验组,利用其困境出现前窗口期的一系列财务指标,对其窗口期后出现财务困境进行预测,可以理想地预测财务困境的出现。这一结果表明,基于动态发展观的卡尔曼滤波财务困境预测法,可以较好地预测电力公司的财务困境,且具有较好的推广价值和应用前景。
[Abstract]:Taking the electric power enterprise as the research object, the healthy electric power enterprise as the control group, and the electric power enterprise with financial distress as the experimental group, this paper forecasts the financial distress after the window period by using a series of financial indexes of the window period before the financial distress appears. It is ideal to predict the emergence of financial distress. The results show that the Kalman filter financial distress prediction method based on dynamic development view can predict the financial distress of power companies, and has a good promotion value and application prospect.
【作者单位】： 国网江苏省电力公司经济技术研究院;东南大学经济管理学院;
【分类号】：F406.7;F426.61
，
本文编号：2490024
[Abstract]:Taking the electric power enterprise as the research object, the healthy electric power enterprise as the control group, and the electric power enterprise with financial distress as the experimental group, this paper forecasts the financial distress after the window period by using a series of financial indexes of the window period before the financial distress appears. It is ideal to predict the emergence of financial distress. The results show that the Kalman filter financial distress prediction method based on dynamic development view can predict the financial distress of power companies, and has a good promotion value and application prospect.
【作者单位】： 国网江苏省电力公司经济技术研究院;东南大学经济管理学院;
【分类号】：F406.7;F426.61
，
本文编号：2490024
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