Research on the Credit Assessment of High-tech Small and Medium-Sized Enterprises Based on State Space Model

摘要

The credit assessment of high-tech small and medium-sized enterprises is important and crucial to develop investment needs and improve financing channels.Based on the characteristics of high-tech small and medium-sized enterprises and their credit risk, build a credit risk model using Kalman filter. The results show that the Kalman filter model has a very credible prediction and generalization ability.