| 因子分析与聚类分析在企业信用评级中的应用 |
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| 引用本文： | 奚胜田,詹原瑞,韩著钊.因子分析与聚类分析在企业信用评级中的应用[J].中国农机化,2009(1). |
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| 作者姓名： | 奚胜田 詹原瑞 韩著钊 |
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| 作者单位： | 1. 天津大学管理学院,天津市,300072
2. 暨南大学管理学院,广州市,510632 |
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| 摘 要： | 运用多元统计中的因子分析和聚类分析方法,对在沪深交易所上市的33家农业机械和建筑机械行业的生产企业进行信用评级分析.先用因子分析方法从选取的变量中找出合适的因子,计算出各个企业的因子得分,然后将这些因子作为变量,进行聚类分析,并对照标准普尔(S&P)的评级体系确定各个企业的评级级别.
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| 关 键 词： | 信用评级 多元统计 因子分析 聚类分析 |
Application of Factor Analysis and Clustering Analysis to Enterprise Credit Rating |
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| XI Sheng-tian,ZHAN Yuan-rui,HAN Zhu-zhao.Application of Factor Analysis and Clustering Analysis to Enterprise Credit Rating[J].Chinese Agricul Tural Mechanization,2009(1). |
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| Authors: | XI Sheng-tian ZHAN Yuan-rui HAN Zhu-zhao |
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| Institution: | 1. Tianjin University;Tianjin;300072;China;2. Jinan University;Guangzhou;510632;China |
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| Abstract: | Applies the factor analysis and clustering analysis methods in multivariate statistics, conducts a credit rating analysis of thirty-thr ee agricultural and architecture machinery manufacturers listed on the Shanghai and Shenzhen Stock Exchange. First of all, factor analysis is applied to select the proper factors in the variables and calculate the factor scores of the enterprises, then the factors are taken as variables to conduct clustering analysis, and by referring to the credit rating system of Standard... |
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| Keywords: | credit rating multivariate Statistics factor analysis clustering analysis |
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