基于机器学习和时间序列预测的企业风险分析
Research on Enterprise Risk Analysis Based on Machine Learning and Time Series Prediction
雷宇霞1
作者信息
- 1. 山西省信息产业技术研究院有限公司,山西 太原 030012
- 折叠
摘要
中小微企业是经济发展的重要推动力之一,建立一套合理有效的信贷策略,从而解决中小微企业的融资问题.基于此,通过TOPSIS法建立中小微企业的信贷风险模型,使用时间序列模型预测企业未来发展实力,进而对企业的信贷风险做出了合理的预测,考虑突发因素(如新冠疫情)对企业经济发展的影响,为银行制定了放贷策略.
Abstract
Small and medium-sized enterprises are one of the important driving forces for economic develop-ment.A reasonable and effective credit strategy has been established to solve the financing problems of small and medium-sized enterprises.This paper establishes a credit risk model for small and medium-sized micro enterprises by TOPSIS method;uses the time series model to predict the future development strength of enterprises;and then makes a reasonable prediction of the credit risk of enterprises.Considering the impact of unexpected factors(such as the new coronavirus epidemic)on the economic development of enterprises,it formulates lending strategies for banks.
关键词
TOPSIS法/信贷风险评估/时间序列预测Key words
TOPSIS/credit risk assessment/time series prediction引用本文复制引用
出版年
2024
NETL
NSTL
万方数据