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A Combined Assessment Method on the Credit Risk of Enterprise Group Based on the Logistic Model and Neural Networks

  • Xiao Min
  • Liu Wenrui
  • Xu Chao
  • Zhou Zongfang
Part of the Advances in Intelligent and Soft Computing book series (AINSC, volume 144)

Abstract

As the credit risk of enterprise group is closely related to its financial state, in this paper,we chose the financial indicators and characteristic index of the enterprise groups used in literature [1] and applied the combined method based on the Logistic model and Neural Networks to assess the credit risk of Chinese listed enterprise group. Then we chose correlative Chinese listed enterprise group over the 2004-2008 period as study sample and conducted empirical research by using the combined method. Finally, we made a comparison among the evaluation results of three methods.

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Copyright information

© Springer-Verlag GmbH Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.School of Management and EconomicsUESTCChengduChina

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