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An enterprise risk time-varying model based on Cox regression prediction

A regression prediction and model technology, applied in the field of information security, can solve problems such as difficult to meet enterprises

Inactive Publication Date: 2019-04-23
重庆誉存科技有限公司
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  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

Enterprises, especially investors, pay more attention to the future trend of enterprise risk changes in order to foresee the possibility of enterprise risk occurrence, while the existing risk assessment is to evaluate the current enterprise risk based on historical data, which is often difficult to meet the needs of enterprises, especially investors

Method used

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  • An enterprise risk time-varying model based on Cox regression prediction
  • An enterprise risk time-varying model based on Cox regression prediction
  • An enterprise risk time-varying model based on Cox regression prediction

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Embodiment Construction

[0068] The present invention will be further described in detail below in conjunction with the accompanying drawings.

[0069] like Figure 1-5 As shown, a time-varying model of enterprise risk based on Cox regression prediction, including bankruptcy model and dishonesty model.

[0070] The bankruptcy model is to predict the bankruptcy risk faced by the enterprise in the future. The bankruptcy survival probability of the bankruptcy model is recorded as h(T), and the characteristic X of the bankruptcy model of the enterprise is used as a covariate or interaction item. The construction method of the bankruptcy model is as follows:

[0071] S1: Determine the bankruptcy model feature X: the bankruptcy model feature refers to the main factors that affect the survival probability of the enterprise bankruptcy; the event with the bankruptcy model feature X becomes the bankruptcy feature event, and the bankruptcy-related enterprise characteristic event and the time corresponding to the...

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Abstract

The invention discloses an enterprise risk time-varying model based on Cox regression prediction. The model comprises a production breaking model and a credit losing model. The construction method ofthe production-breaking / credit-losing model comprises the following steps of S1, determining a production breaking / credit losing model feature X; S2, formulating a production breaking / credit losing model to observe the initial time; S3, setting broken production / untrusted observation time; S4, setting a production-breaking / credit-losing end point time; S5, setting a production-breaking / credit-losing survival time; S6, determining a reference risk function h0 (T) of the production-breaking / credit-losing model; S7, determining a partial regression coefficient beta of the characteristic X of thebreaking / losing model through likelihood estimation; S8, setting the survival time T, a production breaking / credit losing model feature X, a reference risk function of a production / credit loss model;substituting the partial regression coefficients beta of the characteristics of the production / failure model into a risk function formula of the Cox proportional regression model. According to the model disclosed by the invention, the future risk change trend of an enterprise can be predicted, so that the possibility of enterprise risk occurrence can be predicted.

Description

technical field [0001] The invention relates to the field of information security, in particular to a time-varying model of enterprise risk based on Cox regression prediction. Background technique [0002] In the fierce market competition, enterprises are always facing risks brought by changes and uncertainties in the external market environment and internal management operations. If there is no timely warning and control, the risks will turn into crises, which will lead to the failure of business operations. even bankruptcy. In recent years, enterprise risk assessment has been paid more and more attention by enterprises, governments, and investors, and risk assessment has been added to enterprise management and investment decision-making as a key focus factor. Enterprises, especially investors, pay more attention to the future trend of enterprise risk changes in order to foresee the possibility of enterprise risk occurrence, while the existing risk assessment is to evalu...

Claims

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Application Information

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IPC IPC(8): G06Q10/06G06Q10/04
CPCG06Q10/06393G06Q10/04G06Q10/0635
Inventor 陈玮刘德彬黄远江陈长沙
Owner 重庆誉存科技有限公司
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