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題名：運用類神經網路建構臺灣地區農會信用部金融預警系統
書刊名：農業經濟半年刊
作者：蔡碩倉
作者(外文)：Tsai, Shuo-tsang
出版日期：2000
卷期：68
頁次：頁117-156
主題關鍵詞：農會信用部；金融預警系統；倒傳遞類神經網路；Credit department of farms' associations；Financial early warning system；Back-propagation neural network
原始連結：連回原系統網址new window
相關次數：
  • 被引用次數被引用次數:期刊(3) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:3
  • 共同引用共同引用:82
  • 點閱點閱:14
　　　　　本文旨在結合企業經營危機理論與投資組合理論，並搭配倒傳遞類神經網路預警模 型，量身裁製符合臺灣地區農會信用部經營特性之金融預警系統。 研究結果顯示，農會信用部經營良窳係屬不同投資組合下之槓桿操作結果，而複的投資 組合間存在程度上不同之抵換關係，須藉由金融預警系統綜合判定其營運等級。至於擠兌應 以單純引發事件視之，並無法衍生為經營不善關系，否則將嚴重產生統計上型I與型II誤差。 另農會信用部於經營失敗過程中具有明顯的危機警訊可供金融預警系統事前偵測，蓋農會信 用經營失敗過程具有連續軌跡可供搜尋，而此連續過程亦代表不同營運評等等級之差異展現。
　　　　　This study combines the business crisis and portfolio theories, together with the back-propagation neural network, to establish a financial early warning system catering to the operation needs of credit departments of farmers' associations in Taiwan. The empirical results show that the management performance of a credit department is highly related to its financial leverage operations among different portfolios, among which there exist trade-off relations, and that the ratings of the portfolio operations may be derived by the financial early warning system. Cases of bank runs should be viewed as exceptional due to their weak linkages to operational crises. Otherwise, Type-I and Type-II errors in statistics might occur. Furthermore, this early earning system is able to detect in advance the signs of crises caused by the operation failures of a credit department because there are continuous traces of the process of operation failures and these continuous traces signify the differences of various operation ratings.
期刊論文
1.Sharma, S.、Mahajan, V.(1980)。Early Warning Indicators of Business Failure。Journal of Marketing，44(4)，80-89。  new window
2.West, Robert Craig(1985)。A Factor-analytic Approach to Bank Condition。Journal of Banking & Finance，9(2)，253-266。  new window
3.Bovenzi, John F.、Marine, James A.、McFadden, Frank E.(1983)。Commercial bank failure prediction models。Economic Review，68，14-26。  new window
4.Kim, Daesik、Santomero, Anthony M.(1988)。Risk in banking and capital regulation。Journal of Finance，43(5)，1219-1233。  new window
5.Koehn, M.、Santomero, A. M.(1980)。Regulation of bank capital and portfolio risk。The Journal of Finance，35，1235-1250。  new window
6.Martin, D.(1977)。Earning Warning of Bank Failure: A Logit Regression Approach。Journal of Banking and Finance，1(3)，249-276。  new window
7.Collins, Robert A.(1980)。An Empirical Comparison of Bankruptcy Prediction Models。Financial Management，9(2)，52-57。  new window
8.Pantalone, C. C.、Platt, M. B.(1987)。Predicting commercial bank failure since deregulation。New England Economic Review，1987(Jul./Aug.)，37-47。  new window
9.Lane, W. R.、Looney, S. W.、Wansley, J. W.(1986)。An Application of the Cox Proportional Hazards Model to Bank Failure。Journal of Banking & Finance，10(4)，511-531。  new window
10.Sinkey, J. F.(1975)。A Multivariate Statistical Analysis of the Characteristics of Problem Banks。The Journal of Finance，30(1)，21-38。  new window
11.Sharda, R.、Wilson, R. L.(1994)。Bankruptcy Prediction Using Neural Networks。Decision Support Systems，11(5)，545-557。  new window
12.Tam, Kar Yan、Kiang, Melody Y.(1992)。Managerial Applications of Neural Networks: The Case of Bank Failure Predictions。Management Science，38(7)，926-947。  new window
13.Beaver, W. H.(1966)。Financial Ratios as Predictors of Failure。Journal of Accounting Research，4(3)，71-111。  new window
14.Altman, E. I.、Marco, G.、Varetto, F.(1994)。Corporate Distress Diagnosis: Comparisons Using Linear Discriminant Analysis and Neural Networks (the Italian Experience)。Journal of Banking and Finance，18(3)，505-529。  new window
15.Altman, Edward I.(1968)。Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy。The Journal of Finance，23(4)，589-609。  new window
16.Sinkey, J. F.、Pettway, R. H.(198003)。Establishing On-Site Bank Examination Priorities: An Early-Warning System Using Accounting and Market Information。The Journal of Finance，35(1)，137-150。  new window
17.Martin, D.、Stuhr, D. P.、Korobow, L.(1977)。A Nationwide Test of Early Warning Research in Banking。Quarterly Review，9(Autumn)，37-52。  new window
18.Stuhr, D. P.、Korobow, L.(1983)。The Relevance of Peer Group in Early Warning Analysis。Economic Review，68(November)，27-34。  new window
19.Zmijewski, M. E.、Malhotra, N. K.、Kamakura, W. A.、Gessner, G.(1988)。Estimating Models with Binary Dependent Variables: Some Theoretical and Empirical Observations。Journal of Business Research，16(1)，49-65。  new window
20.Kahane, Yehuda(1977)。Capital Adequacy and the Regulation of Financial Intermediaries。Journal of Banking and Finance，1(2)，207-218。  new window
21.Beaver, W. H.(1976)。Alternative Accounting Measures as Predictors of Failure。Accounting Review，January，113-122。  new window
會議論文
1.Singleton, J. C.、Surkan, A. J.(1990)。Neural Networks for Bond Rating Improved by Multiple Hidden Layers。沒有紀錄。163-168。  new window
2.蔡碩倉、林灼榮(1998)。臺灣進口監測與模擬系統之初步建構。沒有紀錄。  延伸查詢new window
學位論文
1.施孟隆(1998)。農會信用部經營危機預警模式之研究(博士論文)。國立中興大學。new window  延伸查詢new window
2.陳肇榮(1983)。運用財務比率預測企業財務危機之實證研究(博士論文)。國立政治大學。new window  延伸查詢new window
3.周百隆(1996)。臺灣地區農會信用部金融預警機率模型之建立，0。  延伸查詢new window
4.蔡碩倉(1999)。臺灣地區農會信用部金融預警評等系統之研究，0。new window  延伸查詢new window
5.Alves, J. R.(1978)。The Prediction of Small Business Failure Utilizing Financial and Nonfinancial Data，0。  new window
圖書
1.Argenti, J.(1976)。Corporate collapse: The causes and symptoms。New York, NY：London：Wiley：McGraw-Hill。  new window
2.Foster, George(1978)。Financial Statement Analysis。Englewood Cliffs, New Jersey：Prentice-Hall Inc.。  new window
3.Tan, N. W.(1996)。A Study on Using Artificial Neural Networks to Develop an Early-Warning Predictor for Credit Union Financial Distress with Comparison to the Probit Model。Neural Networks in Finance and Investing。沒有紀錄。  new window
4.Koehn, M. F.(1979)。Bankruptcy Risk in Financial Depository Intermediaries。Bankruptcy Risk in Financial Depository Intermediaries。沒有紀錄。  new window
 
 
 
 
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