Comprehensive evaluation method of enterprise financial risk based on fuzzy grey correlation analysis
In this paper, a comprehensive evaluation method of enterprise financial risk based on fuzzy grey correlation analysis is proposed. Firstly, the comprehensive evaluation index system of enterprise financial risk is constructed, and the comprehensive evaluation index of risk is differentiated according to the judgment matrix. Then, based on fuzzy grey relational analysis, a judgment matrix is constructed to determine the weight of financial risk indicators. Finally, optimise the comprehensive evaluation sub-node to realise the comprehensive evaluation of enterprise financial risk. The experimental results show that the graphic area enclosed by PR curve, X-axis and Y-axis is close to 1, the financial health index is above 80%, and the false alarm rate is below 15%, which has good evaluation performance.
Authors
- Xuena Lin
- Guijun Shang
Institutions
- Jiaxing Vocational Technical College (CN)
- Xinxiang University (CN)
Publication Details
- Journal
- International Journal of Business Intelligence and Data Mining
- Published
- 2024-08-15
- DOI
- https://doi.org/10.1504/ijbidm.2025.10066018
- Primary Topic
- Risk Management in Financial Firms
- Type
- article
- Field-Weighted Citation Impact
- 0.00