Enterprise Risk Evaluation and Forecast Based on Dynamic Bayesian Network Model- Evidence of Chinese Listed Companies

摘要

The paper is to evaluate and forecast the risk of Chinese listed companies through Dynamic Bayesian Network Classification Model and risk forecasting index system. The result shows that the agriculture, the forest, the herd, the fishery, the architecture industry and social service industry are in "the high risk" in 2008; the excavation industry, the real estate industry and the dissemination and the cultural industry are in "the high risk"; the technology industry, the transportation, the warehousing industry and the synthesis are in "has the risk"; the wholesale and retail trade, electric power, coal gas and water production and supply and manufacturing industry are in "the risk attention". listed companies are all have certain level financial and operating risk in 2009. Among them, 11.62% have high financial risk and 21.76% have high operating risk. Similarly, listed companies in 2010 also have certain level financial and operating risk: 12.37% of them have higher financial risk and 18.44% have higher operating risk.