文献类型：期刊文献

英文题名：A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing

作者：Yin, Xianan[1];Ming, Hua[1];Bao, Xinzhong[1]

第一作者：尹夏楠

通讯作者：Bao, XZ[1]

机构：[1]Beijing Union Univ, Management Coll, Beijing, Peoples R China

第一机构：北京联合大学管理学院

通讯机构：[1]corresponding author), Beijing Union Univ, Management Coll, Beijing, Peoples R China.|[1141755]北京联合大学管理学院;[11417]北京联合大学;

年份：2022

卷号：2022

外文期刊名：COMPUTATIONAL INTELLIGENCE AND NEUROSCIENCE

收录：;EI(收录号：20221211803700);Scopus(收录号：2-s2.0-85126352808);WOS:【SCI-EXPANDED(收录号:WOS:000772994300003)】；

基金：AcknowledgmentsThis research was supported by Major Projects of Beijing Social Science Foundation (no. 20ZDA03).

语种：英文

外文关键词：Finance - Intellectual property - Risk assessment - Principal component analysis - Decision making

摘要：Risk dynamic early warning is of great importance for financing risk decision-making. Intellectual property (IP) pledge financing is an effective way to alleviate the financial difficulties for technologically small- and medium-sized enterprises (SMEs). It is very important to study the financing risk decision-making because of its higher risk compared with other mortgage loans. Based on Kalman filter, we establish the pledge financing risk decision-making model and extract the key variables affecting financing risk by principal component analysis. We test the model with 88 listed SMEs. The results show that the average error between the predicted and the real values is 8.5% and the overall recognition accuracy of the model is 89.1%. The risk decision-making model has high discriminant accuracy and can provide evidence to risk decision-making.