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An evaluation of the effectiveness of three early-warning models on financial indexes

ABSTRACT In this paper, we construct three financial early warning models, and evaluate and compare their early warning effects. These models are based on factor analysis, logistic regression, and Verhulst-BP neural network, taking Chinese listed mineral resource companies as samples. The results show that the model based on Verhulst-BP neural network has the best early warning effect among the three models, and the early warning model based on logistic regression is more accurate than the one based on factor analysis.