基于决策树和SVM的企业财务风险分析系统

发布时间：2018-07-26 15:38

【摘要】：随着市场经济的不断发展,企业在行业内的竞争愈发激烈,许多企业的财务状况频频陷入困境,财务风险使得企业的平稳发展面临着越来越严重的挑战。本文联合应用主成分分析与机器学习算法,开发了企业财务风险分析系统。旨在提高企业的财务管理水平,把企业潜在的财务风险揭示出来,从源头阻止企业财务危机的发生,解决当下亟待的热点问题。本文通过分析前人研究和阅读大量文献资料,总结风险分析领域研究成果的优点和不足,在此基础上对SVM算法先做PCA降维,然后应用决策树和SVM完成财务风险分析,并从财务管理和财务风险分析两大方面完成财务风险分析系统的设计与实现。本文的研究内容主要分为六个部分。第一部分绪论,首先介绍本研究的提出背景和现实意义,然后介绍当前国内外研究现状以及本文主要研究内容和结构,第二部分相关技术,主要介绍财务风险指标体系的构建和本文用于风险分析研究的相关技术:主成分分析、支持向量机、决策树等,在Eclipse平台上用Java语言编程实现该系统。第三部分系统需求分析,从功能和非功能两方面对本系统进行需求分析。第四部分系统设计,介绍了本文系统的总体设计和详细设计,包括系统总体设计、模块设计及财务管理数据库设计等。第五部分系统实现与测试,根据前面的设计完成企业财务风险分析系统实现,然后对系统做了简单的测试,通过实例测试验证各模块及风险分析性能。第六部分总结和展望,从工作总结和研究展望两方面对财务风险分析研究给出工作建议及下一步研究方向。
[Abstract]:With the continuous development of the market economy, the competition of enterprises in the industry is becoming more and more intense, and the financial situation of many enterprises is in a difficult position. The financial risk makes the smooth development of the enterprise facing more and more serious challenges. This paper has developed the enterprise financial risk analysis system with the application of principal component analysis and machine learning algorithm. The financial management level of the high enterprise reveals the potential financial risks of the enterprise, prevents the occurrence of the financial crisis from the source and solves the hot issues urgently needed at the moment. This paper analyzes the advantages and disadvantages of the research results in the field of risk analysis by analyzing the predecessors and reading a large number of documents, and on this basis, the SVM algorithm is made PC first. A reduces the dimension, then uses the decision tree and SVM to complete the financial risk analysis, and completes the design and implementation of the financial risk analysis system from two aspects of financial management and financial risk analysis. The research content of this paper is divided into six parts. First part of the introduction, first introduces the background and practical significance of the research, and then introduces the current country. The present situation of internal and external research and the main research content and structure of this paper, second parts related technology, mainly introduce the construction of the financial risk index system and the related technologies used in the research of risk analysis: principal component analysis, support vector machine, decision tree and so on. The system is realized by Java language programming on the Eclipse platform. The third parts of the system need to be implemented. Analyze the system from two aspects of function and non function. Fourth parts of the system design, introduce the overall design and detailed design of this system, including the overall system design, module design and financial management database design. Fifth parts of the system implementation and testing, according to the previous design to complete the financial risk of the enterprise The system is implemented, and then the system is tested, and the performance of each module and risk analysis is verified through the case test. The sixth part summarizes and looks forward to the two aspects of the work summary and research prospect, and gives the suggestions and the next research direction of the financial risk analysis.
【学位授予单位】：山东师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：TP311.52

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