An enterprise risk breaking 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 satisfy enterprises

Inactive Publication Date: 2019-04-23
重庆誉存科技有限公司
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  • 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. However, 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. need

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  • An enterprise risk breaking model based on Cox regression prediction
  • An enterprise risk breaking model based on Cox regression prediction
  • An enterprise risk breaking model based on Cox regression prediction

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Embodiment Construction

[0038] The present invention will be further described in detail below in conjunction with the accompanying drawings.

[0039] A corporate risk bankruptcy model based on Cox regression prediction. The bankruptcy model is to predict the bankruptcy risk faced by the company for a period of time in the future. The bankruptcy survival probability of the bankruptcy model is recorded as h(T), and the characteristic X of the corporate bankruptcy model is used as a covariate or the interaction term, the bankruptcy model is constructed as follows:

[0040] 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 enterprise characteristic event are input Cox model, through cox model training and evaluat...

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Abstract

The invention discloses an enterprise risk breaking model based on Cox regression prediction. The model is characterized by generating a breakthrough survival probability of the breakthrough model h (T), and using an enterprise production breaking model feature X as a covariable or an interaction item. The construction method of the disruption model comprises the following steps of S1, determininga production breaking model characteristic X; S2, formulating a production breaking model to observe the starting time T1; S3, setting a production breaking observation time T3; S4, setting a production breaking end point time T2 or T3; S5, setting a production breaking survival time T; S6, determining a production breaking model reference risk function h0 (T); S7, determining a partial regression coefficient of the characteristic X of the breaking model through likelihood estimation; S8, setting the survival time T, Breaking model features x, a model reference risk function h0 (T) is broken;substituting the partial regression coefficient of the breaking model characteristic X into a risk function formula of the Cox proportional regression model. By means of the model, the future risk change trend of an enterprise can be predicted, so that the possibility of enterprise production breaking risks is predicted.

Description

technical field [0001] The invention relates to the field of information security, in particular to an enterprise risk bankruptcy model 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. Since corporate risk is affected by dynamic indicators such as corporate strategy, finance, operations, and the macro environment, the quantitative assessment results of its bankruptcy risk often change dynamically over ...

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Application Information

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Patent Type & AuthorityApplications(China)
IPC IPC(8): G06Q10/06
CPCG06Q10/0635
Inventor刘德彬陈玮黄远江陈长沙
Owner重庆誉存科技有限公司