Establishment of a Mathematical Model for Enterprise Credit Risk Recognition and Rating Based on Hybrid Learning Algorithms

2019 International Conference on Advanced Electronic Materials, Computers and Materials Engineering

无线电电子学;计算机科学;材料科学

Li, Baisong^1 ; Li, Huiyu^1 ; Gong, Mengmeng^1

School of Economics and Management, Beijing Jiaotong University, Beijing, China^1

关键词: Comprehensive evaluation;    Credit risk management;    Economic globalization;    Efficiency coefficient methods;    Hybrid learning algorithm;    Macroeconomic stability;    Principal component analysis method;    Theory and methods;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/563/5/052036/pdf
DOI  :  10.1088/1757-899X/563/5/052036

来源: IOP

【 摘 要 】

With the increasing trend of economic globalization, the market competition among enterprises is becoming increasingly fierce. The fierce market competition makes enterprises face increasing financial risks. Financial risk not only damages the interests of investors and creditors, but also threatens macroeconomic stability. In this paper, the theory and method of comprehensive evaluation of mixed learning algorithm are used to evaluate the enterprise credit. Principal component analysis method is used to determine the weight of each index, then the comprehensive evaluation value of each sample enterprise is calculated by the efficiency coefficient method. Finally, the quantitative judgment standard of each credit rating is determined by the ordered clustering method. The internal credit rating model of commercial banks is constructed to improve the credit risk management level in the credit approval process. Finally, a mathematical model is given and discussed with examples to show that the results are quantitative, scientific and objective.