Title :
Research on the credit assessment of high-tech small and medium-sized enterprises based on state space model
Author :
Ping, Nie Li ; Tao, Song
Author_Institution :
Coll. Int. Bus. & Manage., Shanghai Univ., Shanghai, China
Abstract :
The credit assessment of high-tech small and medium sized enterprises is important and crucial to develop investment needs and improve financing channels.Based on the characteristics of high-tech small and medium-sized enterprises and their credit risk, build a credit risk model using Kalman filter. The results show that the Kalman filter model has a very credible prediction and generalization ability.
Keywords :
Kalman filters; finance; risk management; small-to-medium enterprises; Kalman filter model; credit assessment; credit risk model; financing channels; high-tech small-and-medium-sized enterprises; state space model; Economics; Kalman filters; Logistics; Maximum likelihood estimation; Reactive power; Risk management; Credit risk assessment; Kalman filter; Maximum likelihood estimator; Small and medium-sized enterprises;
Conference_Titel :
Computer Science and Service System (CSSS), 2011 International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-9762-1
DOI :
10.1109/CSSS.2011.5972149
