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基于新闻文本的上市公司财务困境组合预测模型

陈云 杨晓雪

计算机应用研究2017,Vol.34Issue(6):1663-1667,5.
计算机应用研究2017,Vol.34Issue(6):1663-1667,5.DOI:10.3969/j.issn.1001-3695.2017.06.014

基于新闻文本的上市公司财务困境组合预测模型

Combination financial distress prediction model based on news text

陈云 1杨晓雪2

作者信息

  • 1. 上海财经大学公共经济与管理学院,上海200433
  • 2. 上海市金融信息技术研究重点实验室,上海200433
  • 折叠

摘要

Abstract

Existing corporate financial distress prediction model was mainly based on structured data,this paper introduced unstructured data to corporate financial distress prediction model and studied model based on news text.In order to improve corporate financial distress prediction model's accuracy,the paper proposed a combination prediction model binding text news and financial data company listed.Firstly,the proposed model predicted the financial distress by SVM based on the news text,and then predicted the financial distress by Logistic based on financial data.Finally,this paper integrated predictions of the two models through threshold vote.Experimental results show that the model is effective.

关键词

财务困境预测/文本分类/组合预测模型/支持向量机/Logistic

Key words

prediction of financial distress/text classification/combination prediction model/support vector machines (SVM)/Logistic

分类

信息技术与安全科学

引用本文复制引用

陈云,杨晓雪..基于新闻文本的上市公司财务困境组合预测模型[J].计算机应用研究,2017,34(6):1663-1667,5.

基金项目

国家自然科学基金资助项目(71101084,71301095) (71101084,71301095)

上海市科学技术委员会科研计划资助项目(14511107202) (14511107202)

上海市科学技术委员会科研计划资助项目(15511107302) (15511107302)

计算机应用研究

OA北大核心CSCDCSTPCD

1001-3695

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