航运上市公司财务预警的Logistic回归分析  

Logistic regression analysis on financial warning of listed shipping companies

作　　者：甘爱平[1] 柳亮[1] 陈可桢[1] 

机构地区：[1]上海海事大学经济管理学院,上海201306

出　　处：《上海海事大学学报》2014年第1期65-68,共4页Journal of Shanghai Maritime University

基　　金：国家自然科学基金(71103066);国家社会科学基金(11BJY111);上海市大文科研究生学术新人培育计划(wk2012023);上海市哲学社会科学规划一般课题(2012BGL004);上海市教育科学研究项目(10YS121);上海市教育委员会创新项目(B09032;13YS050);上海海事大学校基金(20120068)

摘　　要：针对近两年我国航运上市公司持续亏损的局面,建立企业财务预警模型对其进行财务预警分析.该方法首先通过主成分指标筛选出5个主成分因子;然后通过多元Logistic回归方法构建我国航运上市公司财务预警模型.结果表明,该预警模型的整体预测准确率达到100%,模型的拟合程度较高.In the past two years, the listed shipping companies in China continue to lose, so it is neces- sary to establish a financial warning model for early warning analysis on their financial performance. First, five principle component factors are selected through principle component index screening; then, the financial warning model of listed shipping companies in China is built by Logistic regression method. The results show that the overall prediction accuracy of the model reaches 100% , and its degree of fitness is quite high.

关 键 词：财务预警 LOGISTIC回归分析 风险控制 航运 上市公司 

分 类 号：F552.66[经济管理—产业经济] F222.1