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In this work a financial risk prediction model of international trade enterprises of ocean transportation is established. First of all, it introduces the basic concepts and theories involved in the research, including the definition of financial risk and data mining theory; secondly, it elaborates the basic principles, index analysis, index calculation and applicability test in the construction of the financial risk prediction index system. Thirdly, it introduces the construction process of financial risk prediction model, and completes the selection of risk prediction indicators.