Management College, Beijing Union University, Beijing 100101, China.
Comput Intell Neurosci. 2022 Feb 27;2022:8025455. doi: 10.1155/2022/8025455. eCollection 2022.
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.
风险动态预警对融资风险决策具有重要意义。知识产权（IP）质押融资是缓解科技型中小企业融资困难的有效途径。由于其风险高于其他抵押贷款，因此研究融资风险决策非常重要。基于卡尔曼滤波，我们建立了质押融资风险决策模型，并通过主成分分析提取了影响融资风险的关键变量。我们用 88 家上市公司进行了模型测试。结果表明，预测值与实际值之间的平均误差为 8.5%，模型的整体识别准确率为 89.1%。风险决策模型具有较高的判别准确率，可以为风险决策提供依据。
