﻿ 基于Lasso方法与Logistic回归的上市公司财务预警分析

# 基于Lasso方法与Logistic回归的上市公司财务预警分析The Financial Early Warning Model of Listed Companies Based on Lasso Method and Logistic Regression

Abstract: Generally, the more the financial data indicators of listed companies are, the better the early warning is; However, due to a variety of factors, excessive financial indicators lead to multiple collinearity among variables. This paper presents a financial early-warning model of Logistic regression listed companies based on Lasso method. Firstly, the Lasso method is used to select variables for high-dimensional data, which can reduce the data dimension and eliminate the collinearity between variables. Then, the Logistic regression method is used to predict the financial status of listed companies. Simulation experiment shows that the method proposed in this paper can effectively eliminate the redundancy of data, improve the accuracy of early warning, and provide effective reference for enterprise operators.

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