基于企业海外投资角度的主要产油国国家风险评估建模

Modeling the Main Oil-producing Country Risk Assessment: Based on the Perspective of Overseas Investment

何琬(Wan He) ； 孙晓蕾(Xiao-Lei Sun) ； 李建平(Jian-Ping Li)

《Journal of Data Analysis》 4卷6期 (2009/12) Pp. 81-92

https://doi.org/10.6338/JDA.200912_4(6).0005

摘要

本文针对企业海外投资所面临的东道国国家风险，在多属性分析框架下，选用判别分析、Logit模型、人工神经网络及主成分分析与上述三种方法相结合的混合模型共六种方法加以建模评估。在对评估结果综合比较的基础上，试图寻找对主要产油国国家风险最具解释能力的指标和相对有效的评估模型。本文的研究思路与实证结果能够对我国企业在主要产油国的海外投资给予理论指导。

關鍵字

国家风险 ； 判别分析 ； Logit模型 ； 神经网络 ； 主成分分析

並列摘要

This paper aims at predicting country risk rating of the target countries from a perspective of overseas investment. We choose various indicators and construct models using traditional statistical techniques, conventional ANN models and the combination of PCA with each of the above techniques. Based on comprehensive comparison of the models, we have obtained indicators with most explanatory power and relatively more effective models for risk of main oil-producing countries. And the analysis and results of the paper can give some suggestions to researchers, policymakers in business and others interested in early warning systems.

並列關鍵字

Country risk ； DA ； Logit ； ANN ； PCA

參考文獻

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