Financial Crisis Early Warning Model of Listed Companies Based on Fisher Linear Discriminant Analysis

• Autores: Jie Li, Talal Alalkawi
• Localización: Applied Mathematics and Nonlinear Sciences, ISSN-e 2444-8656, Vol. 8, Nº. 1, 2023, págs. 483-490
• Idioma: inglés
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• Resumen

  • This article first uses a new method of nonlinear combination forecasting based on neural networks to construct a financial crisis early warning model and conduct an empirical study. The drafting article uses Fisher's secondclass linear discriminant analysis and binary logistic regression to establish a three-year early warning model for listed companies before the financial crisis. Empirical research shows that this early warning model applies tovarious industries. It can play a certain role in predicting and preventing the financial crisis of Chinese companies.