dc.contributor.advisor | 劉文卿 | zh_TW |
dc.contributor.author (Authors) | 鐘冠智 | zh_TW |
dc.creator (作者) | 鐘冠智 | zh_TW |
dc.date (日期) | 2008 | en_US |
dc.date.accessioned | 18-Sep-2009 20:14:02 (UTC+8) | - |
dc.date.available | 18-Sep-2009 20:14:02 (UTC+8) | - |
dc.date.issued (上傳時間) | 18-Sep-2009 20:14:02 (UTC+8) | - |
dc.identifier (Other Identifiers) | G0094356037 | en_US |
dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/36942 | - |
dc.description (描述) | 碩士 | zh_TW |
dc.description (描述) | 國立政治大學 | zh_TW |
dc.description (描述) | 資訊管理研究所 | zh_TW |
dc.description (描述) | 94356037 | zh_TW |
dc.description (描述) | 97 | zh_TW |
dc.description.abstract (摘要) | 台灣上市公司不預警地宣布重整,跳票、全額交割或下市,造成投資大眾的損失,因此,必須建立企業信用模型來偵測其經營狀況。本研究發現財務比率自企業危機前五年起逐漸惡化,表示財務比率在危機發生前有惡化現象,另外危機發生後幾年財務比率仍有影響,故本研究視企業危機為一逐年遞增或遞減的變數,使用模糊數轉化,加入危機發生前後的總體變數,並且結合統計多變量分析和資料探勘中的乏析理論建立模型,使用窮舉法找出解釋力最佳之企業信用模型,結果顯示,採用模糊數轉化之應變數相當顯著。 | zh_TW |
dc.description.abstract (摘要) | The listed companies in Taiwan suddenly announced restructuring, bankruptcy or out of stock, and their investors lost a lot. Therefore, we must set up the enterprise credit model to detect and examine their management states. We discover that the financial ratios decrease gradually since the past five years of enterprise`s crisis. Besides, financial ratios still diminish after the crisis take place. Therefore, this research regards enterprise`s crisis as one parameter, and we transform the parameter by fuzzy numbers. In addition, we use the macro economical parameters and combine multivariate analysis and fuzzy logic theory to find out a higher significant model. The result shows it is high significant to adopt the fuzzy number dependent variable. | en_US |
dc.description.tableofcontents | 目錄壹 前言 1貳 文獻探討 3一、 檢測方法 3二、 變數選取 12參 研究方法 15一、 企業危機 15二、 研究流程設計 16三、 樣本選取 17四、 模糊邏輯轉化 17肆 研究架構 17一、 財務變數 18二、 總體變數 18三、 應變數:危機程度 18伍 模型結果 20一、 模糊應變數模式測試結果 20二、 變數描述 23三、 各模型比較 25陸 結論與建議 28參考文獻 30附錄 32表目錄表1違約定義 21表2 塑化業模糊組合 22表3塑化業模糊組合(續) 23表4 食品業模糊組合 23表5 食品業模糊組合(續) 24表6塑化業模糊化應變數 24表7食品業模糊化應變數 25表8塑化業逐步回歸 26表9食品業逐步回歸 26表10塑化業變數描述 27表11食品業選取變數描述 27表12塑化業各模型描述 28表13食品業各模型描述 29表14財務危機預警制度英文文獻回顧摘要: 34表15財務危機預警制度中文文獻回顧摘要: 35表16財務危機預警制度中文文獻回顧摘要:(續) 36表17財務危機預警制度中文文獻回顧摘要:(續) 37表18總經變數 38表19財務比率 39表20財務比率(續) 40圖目錄圖1 三角模糊數 8圖2 梯形模糊數 8圖3 研究分類 15圖4企業危機三角形模糊數 16圖5企業危機梯形模糊數 17 | zh_TW |
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dc.language.iso | en_US | - |
dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0094356037 | en_US |
dc.subject (關鍵詞) | 模糊數 | zh_TW |
dc.subject (關鍵詞) | 企業信用模型 | zh_TW |
dc.subject (關鍵詞) | 財務比率 | zh_TW |
dc.subject (關鍵詞) | Fuzzy number | en_US |
dc.subject (關鍵詞) | Enterprise credit model | en_US |
dc.subject (關鍵詞) | Financial ratios | en_US |
dc.title (題名) | 企業信用模型建置與驗證—使用乏析應變數以塑化業及食品業為例 | zh_TW |
dc.type (資料類型) | thesis | en |
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