Financial Risk Prediction based on Time Series
-- A Case Study of K Company
DOI:
https://doi.org/10.54097/ajmss.v5i1.14073Keywords:
Financial Risk Forecast, Financial Analysis, Time Series AnalysisAbstract
In this paper, the data mining method based on time series is applied to financial risk prediction, the corresponding model is established, and the predictive ability of the model is tested according to the real financial data of K company. The actual test results show that the time series method is suitable for the prediction of financial data with regular periodic changes, and it has high accuracy.
Downloads
References
Beaver W H. Financial ratios as predictors of failure. Empirical research in accounting: Selected studies [J]. Journal of Accounting Research 1966 (3): 71-11.
Altman E I.Financial ratios discriminant analysis and the prediction of corporate bankruptcy [J].T he Journal of Finance 1968 23: 589-609.
Ohlson J A.Financial ratios and the probabilistic prediction of bankruptcy[J].Journal of Accounting Research 1980 18: 109-131.
Wilson R L Sharda R.Bankruptcy prediction using neural networks[J].Decision Support System1994 (11): 545-557.
Zhu Wuxiang, Liao Jingqiu, Zhan Ziliang, TAN Zhijia. Return to the principles of finance: Review and prospect of the research on enterprise financial crisis warning. Journal of Tsinghua University (Natural Science Edition), 2023,63 (9): 1467-1482.
Wu Shinong, Lu Xianyi. Research on Forecasting model of financial distress of Chinese listed companies [J]. Economic Research Journal,2001,(06):
Wu Desheng, Liang Liang, Yin Yin. Comparative study of different models in financial early warning [J]. Journal of Management Engineering,2004,(02):
Bai Chengbiao. Comparison between Logistic Model and Probit Model for financial early warning of listed companies [J]. Finance and Accounting Monthly,2010,(33):
Qian Ping, Luo Mei. Financial fraud prediction model of Chinese listed companies [J]. Accounting Research,2015,(07):
Guo Xiaomin. Research on financial distress prediction of listed companies based on Logit model [J]. Economic and Trade Practice,2018, (08):
Wang Yatong. Research on Expected Returns based on Time series model [D]. Hebei University of Economics and Business, 2019.
Lu Yang. Discussion on the value evaluation of online education companies based on ARMI-FCFF model [D]. Jiangxi University of Finance and Economics,2021.
Gu Qi, Liu Shulian. Analysis and countermeasures of enterprise investment behavior in financial crisis [J]. Accounting Research,1999, (10).
Li Xiaoyan, Wu Shaoping, Yang Fengmei. Comparative study on analysis models of enterprise financial crisis warning [J]. Journal of Financial Science,2001,(02).
Ran Lun, Li Jinlin. Application of factor analysis method in comprehensive performance evaluation of listed companies in Small and medium-sized enterprises [J]. Mathematical Statistics and Management,2005,(01): Journal of Beijing Institute of Technology (Social Sciences Edition),2003,(05).
Zhu Shunquan, Xu Guoxiang. Principal Component Analysis of financial status of Listed companies in China [J]. Journal of Chongqing Technology and Business University (Social Science Edition),2003,(02):
Sun Hongmei, Ning Hongru. Design of non-financial evaluation index of strategic financial management [J]. Finance and Accounting Monthly,2004(20):
Chi Guotai, Wu Shanshan, Xu Wen. Enterprise overall cash flow forecasting model based on EWMA-VaR [J]. Forecasting, 2006, (02):
Kang Xiaoling, Zhang Yi. Research on Enterprise financial early warning model -- Reconstruction based on mid-report data and sustainable growth model [J]. Science Research Management,2009,30(01):
Niu Xia, ZHAO Yunchuan. An empirical study on financial early warning of listed companies based on time series: A case study of listed manufacturing companies in China [J]. Journal of Finance and Accounting,2011, (27):74-76+161.
Xi Fengru,Shi Wenchao.Financial distress prediction of Listed companies based on genetic algorithm and neural network [J]. Journal of University of Science and Technology Liaoning, 2013, 36(02):
Wang Qiuwei. Research on financial distress warning of ST listed companies based on time series model [J]. Modern Marketing (Next issue),2017,(05):
Wu Yilin, Nan Jinling. Research on advertising revenue forecast of Internet enterprises: Combination model of neural network and time series based on low frequency data [J]. Statistical Research,2020,37(05):
Huang Qingfeng. Research on Enterprise Free Cash Flow forecasting method [D]. Guangxi University,2022.
Pan Zongling. Application of time series algorithm in Enterprise sales business audit [J]. Journal of Finance and Accounting,2023,(21):
Guan Bilin, Liu Qiuju. Financial crisis signal and Prediction analysis of listed manufacturing companies: A comparative study based on different index types [J]. Finance and Economics,2022,(05):
ZHENG Guojian, Lin Dongjie, Zhang Feida. Financial distress, hollowing out of major shareholders and the effectiveness of corporate governance: Evidence from financial data of major shareholders [J]. Management World,2013,(05):
Xiao Zhaoping. An empirical study on the interaction between capital structure and corporate performance of listed companies [J]. Management Science,2005,(03):
Ye Chengang, Qiu Li, Zhang Lijuan. Corporate governance structure, internal control quality and corporate financial Performance [J]. Audit Research,2016,(02):
