摘要
针对公司债券财务质量评级问题,采用投影寻踪聚类(PPC)模型,将多维数据指标转换到低维子空间,并利用免疫进化算法(IEA)优化其投影方向,根据投影函数值的大小评价出样本的优劣,从而做出决策。应用表明,该方法能利用一个综合反映多因素之间复杂关系的特征指标给出客观而直接的评价结果,且根据计算结果还可以分析各个指标对综合评价结果的影响程度,为公司债券财务质量评级提供了一种计算过程简单、直观的新方法。
This paper evaluates the enterprises bond financial quality according to projection function value through turning multi-dimension data indexes into low-dimension space by using Projection Pursuit Cluster(PPC)model,and meanwhile optimizing its projection direction by Immune Evolutionary Algorithm(IEA).The result shows that the method can construct a characteristic index,and the main impact effects can be analyzed according to the result.The model is qualified with simplicity and can provide a new approach for enterprises bond financial quality evaluation grading.
出处
《计算机工程与应用》
CSCD
北大核心
2004年第15期226-229,共4页
Computer Engineering and Applications
关键词
投影寻踪聚类
免疫进化算法
财务质量评级
评价指标
Projection Pursuit Cluster(PPC),Immune Evolutionary Algorithm(IEA),enterprises bond financial quality evalu-ation grading,evaluation index
