主成分在企业成长性分析中的应用  

Application of Principal Components in Company Growth Analysis

作　　者：李兵[1] 陈国华[1] 

机构地区：[1]湖南人文科技学院数学与应用数学系,湖南娄底417001

出　　处：《湖南人文科技学院学报》2009年第4期3-5,13,共4页Journal of Hunan University of Humanities,Science and Technology

基　　金：湖南省教育厅资助科研项目(07C389)

摘　　要：利用主成分分析方法对中小企业版上市公司的成长性进行评价和分析,并建立相应的评价指标体系,结果表明主成分分析方法评估的合理性,然后根据主成分分析方法本身的缺陷提出了一种改进模型,采用等级相关方法进行预处理后再作主成分分析,并建立综合评价的指标体系,研究结果表明评估比较合理,能够客观上反映股票的成长性。The growth of middle and small scale enterprises is evaluated and analyzed using the methods of principal components analysis, and the corresponding appraisal target system is established. The result indicates that the principal components analysis method is rationa. Then one improvement model is proposed according to the flaw of principal components analysis method. The author uses the rank correlation method to carry on the pretreatment, then take principal component analysis, and establish target system. The research result indicates the appraisal quite is reasonable. It could reflect the stock growth.

关 键 词：主成分方法 指标体系 等级相关方法 成长性 

分 类 号：F830.9[经济管理—金融学]