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A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing

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 ri...

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Detalles Bibliográficos
Autores principales: Yin, Xianan, Ming, Hua, Bao, Xinzhong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8898870/
https://www.ncbi.nlm.nih.gov/pubmed/35265115
http://dx.doi.org/10.1155/2022/8025455
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author Yin, Xianan
Ming, Hua
Bao, Xinzhong
author_facet Yin, Xianan
Ming, Hua
Bao, Xinzhong
author_sort Yin, Xianan
collection PubMed
description 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.
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spelling pubmed-88988702022-03-08 A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing Yin, Xianan Ming, Hua Bao, Xinzhong Comput Intell Neurosci Research Article 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. Hindawi 2022-02-27 /pmc/articles/PMC8898870/ /pubmed/35265115 http://dx.doi.org/10.1155/2022/8025455 Text en Copyright © 2022 Xianan Yin et al. https://creativecommons.org/licenses/by/4.0/This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
spellingShingle Research Article
Yin, Xianan
Ming, Hua
Bao, Xinzhong
A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing
title A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing
title_full A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing
title_fullStr A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing
title_full_unstemmed A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing
title_short A Risk Decision-Making Model Based on Kalman Filter for Intellectual Property Pledge Financing
title_sort risk decision-making model based on kalman filter for intellectual property pledge financing
topic Research Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8898870/
https://www.ncbi.nlm.nih.gov/pubmed/35265115
http://dx.doi.org/10.1155/2022/8025455
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