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碩士 === 東吳大學 === 國際經營與貿易學系 === 97 === The research used Analytic Hierarchy Process (AHP) and Logistic regression to construct financial distress prediction models for listed companies of electronic industry in Taiwan. The Kolmogorov-Smirnov(KS)of the AHP model was 0.56 and the Area under the Curve (A...
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/98356251448379349654 |
Summary: | 碩士 === 東吳大學 === 國際經營與貿易學系 === 97 === The research used Analytic Hierarchy Process (AHP) and Logistic regression to construct financial distress prediction models for listed companies of electronic industry in Taiwan. The Kolmogorov-Smirnov(KS)of the AHP model was 0.56 and the Area under the Curve (AUC) was 0.64 while the KS of the Logistic regression model was 0.68 and the Area under the Curve (AUC) was 0.816. As a whole, both AHP and Logistic regression models were able to discriminate the distressful companies from the normal ones; still the Logistic regression model performed better than the AHP model.
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