Research on Financial Dilemma of Listed Companies Based on kaplan - Meier

DOI

10.2991/wrarm-17.2017.36How to use a DOI?

Keywords

Subsistence analysis; Kaplan-Meier; ST; Financial distress

Abstract

The financial distress problem of listed companies has been the hotspot of research, from linear regression to neural network, and the research results of various models have been endless. 1998 China's implementation of the stock market rules, there will be financial abnormalities listed as ST. Based on the relevant theoretical basis and Kaplan-Meier model of survival analysis, from the CSMAR database to select the starting point in 1998, this year China listed A shares of the company for the study of the object, the relevant financial indicators for the data samples, the special treatment (ST) of the time as the company "death" time, Kaplan-Meier model was used to obtain the influence of the relevant financial indicators on the survival probability in the observation time.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Gong Han
PY  - 2017/11
DA  - 2017/11
TI  - Research on Financial Dilemma of Listed Companies Based on kaplan - Meier
BT  - Proceedings of the Fifth Symposium of Risk Analysis and Risk Management in Western China (WRARM 2017)
PB  - Atlantis Press
SP  - 203
EP  - 208
SN  - 1951-6851
UR  - https://doi.org/10.2991/wrarm-17.2017.36
DO  - 10.2991/wrarm-17.2017.36
ID  - Han2017/11
ER  -