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A Study on Credit Risk Identification in Enterprise Group based on Integration of Rough Sets and Genetic Algorithm

机译:基于粗糙集和遗传算法集成的企业群体信用风险识别研究

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摘要

According to characteristics of enterprise group, this paper makes affiliated transaction as characteristic index of the credit risk of enterprise group. Then chooses correlative Chinese listed enterprise group over the 2004-2008 periods as study sample, proposes integrated model of rough sets and genetic algorithm in credit risk identification of enterprise group. We find that, this model is accurate on credit risk assessment of enterprise group, thus it's an effective and practical tool of estimating credit risk.
机译:根据企业集团的特点,本文将附属交易作为企业集团信用风险的特征指标。然后在2004 - 2008年期间选择相关的中国上市企业集团作为研究样本,提出了企业集团信用风险识别粗集和遗传算法的综合模型。我们发现,该模型对企业集团的信用风险评估准确,因此这是估计信用风险的有效实用工具。

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