我国科技型中小企业信用风险评价模型——基于MLP神经网络的实证分析  

Chinese Science and Technology SME Credit Risk Evaluation Model——The empirical analysis based on MLP neural network

作　　者：温小霓[1] 韩鑫蕊 

机构地区：[1]西安电子科技大学经济与管理学院,西安710126

出　　处：《科技和产业》2017年第12期159-166,共8页Science Technology and Industry

基　　金：陕西省软科学研究计划(2016KRZ010)

摘　　要：针对科技型中小企业,首先建立了一个多层次的信用风险评价指标体系,并利用t检验和因子分析对指标体系进行简化和降维,然后在此基础上构建基于MLP神经网络的科技型中小企业信用风险评价模型。最后,以中小企业板的66家科技型上市公司作为研究样本进行实证分析,检验结果表明,本文建立的针对于科技型中小企业的信用风险评价模型具有较高的准确率。This thesis aimed at the science and technology SME,firstly established a multi-level evaluation index system of credit risk,and use the t test and factor analysis to simplify the index system,then on the basis of the index system establishes a credit risk evaluation model of the science and technology SME based on the MLP neural network.Finally,use 66 high-tech listed companies as the research sample for empirical analysis,the test results show that the model established in this paper for small and mid-sized enterprise credit risk evaluation model has a high accuracy.

关 键 词：科技金融 神经网络 信用风险 评估模型 

分 类 号：F276.44[经济管理—企业管理]