Title :
The Application of DEA Model in Predicting Corporate Financial Risks
Author :
He Ping-lin ; Yu Zhong-fu ; Tao Jie
Author_Institution :
Sch. of Bus. Adm., North China Electr. Power Univ., Beijing, China
Abstract :
This paper applies data mining technique and the DEA model to a sample of 87 ST listed companies in the securities market in China and 174 matching normal companies, with a view to identifying the relationship between the relevant variables and corporate financial risks. The research result indicates that asset-liability ratio, the rate of the current liability and the growth rate of operating income among others, are the greatest contributors to corporate financial risks and that the efficiency of the company varies in accordance with the varying macro-economic situations.
Keywords :
data envelopment analysis; data mining; financial management; risk analysis; DEA model; corporate financial risks prediction; data mining technique; macroeconomic situations; Airports; Companies; Conference management; Data envelopment analysis; Data mining; Data security; Decision making; Financial management; Helium; Predictive models;
Conference_Titel :
Management and Service Science, 2009. MASS '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-4638-4
Electronic_ISBN :
978-1-4244-4639-1
DOI :
10.1109/ICMSS.2009.5301238
