Study On Listed Corporation Financial Risk Prediction Based On CART

With the improvement of china’s market economy, all kinds of potential risks appearat the same time, when many listing corporation will enjoy the market economicenvironment brings infinite development opportunities. They may be labeled ST at anytime, because of the financial crisis. In order to be advance to prevent the occurrence ofthe risks, it is necessary to predict the financial risk, timely understanding of the financialsituation of the enterprise, and avoid the potential cause financial risk factors ofenterprise. It is very important for the long-term and stable development of enterprises.This dissertation studied the financial risk forecast index system and the model ofthe listing corporation. Firstly, introduce the basic concepts and theories of thisdissertation, including financial risk definition and data mining theory. Secondly,expound the basic principles, index analysis, index calculation and applicability test offinancial risk forecast index system of listing corporation in detail. Thirdly, introduce theconstruction process of the financial risk forecasting model, and analyzes the applicationof principal component analysis and CART algorithm in the construction of the wholeforecasting model. Finally, construct listed companies financial risk prediction modelbased on the75listed companies for example, has carried on the empirical analysis, andwith the common intelligent algorithm for comparative study, to verify the efficiency ofthe model.