An Empirical Study of The Financial Risk Pre-Warning Indicator System

来源 :2010年第十届中日统计研讨会 | 被引量 : 0次 | 上传用户:ymhd_hhxx
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
  Around the world,financial risk pre-warning is feasible and imperative.This paper is based on the principle of selection indicator system,and designs a strong financial risk pre-warning system,which includes six primary indicators,18 secondary indicators.We divide the grade of financial risk pre-warning on the foundation of every indicator pre-warning boundaries.They are T1 level (safe),T2 level (basic security),T3 level (alert),and T4 level (danger).We collect every indicator data of 1992-2008 in China,and normalize them.Then we analysis factors,and set up a financial risk pre-warning model that based on the BP artificial neural network model.We train,test and forecast model with indicators data of 1992-2008 in China in Markway statistical analysis software.When training every factor in BP,we find that predicted state and actual state are basically the same.The deviation of the actual state of individual year has no influence on training conclusion.The model can be used in the actual situation of the warning.
其他文献
  Let σ(t,t,) be the sigma-algebra generated by the differences Xs-X swith s,s ∈ (t,t),here (X t)-∞
  Evaluation of the old serfdom in Tibet forms part of the current debate on the "Tibetan issue," which makes it difficult to discuss the system calmly and ob
会议
  The aim of this paper is to examine and to recognize that there is certain relevance between a wish for a present-job change and the experience of changing
会议
  The parameters estimate is the basic elements of mathematical statistics in the random information.But the classical statistical theory and methods are base
  In reality,especially in industry,acceptance sampling is applied to audit the percent nonconforming of the incoming materials,semi-manufactured goods,_nishe
会议
  Functional data analysis and several kernel methods are closely connected with the concept of functional space or Hilbert space.On the other hand,there have
会议
  Recently,data in many different fields,e.g.bioinformatics,finance,and industry,are naturally described to be functional.Many techniques for functional data
会议
  In order to reflect scientifically development and operating situation of circular economy in one region and further to research on input-output planning of
  There are not so many studies on Japanese economic data analyzed by threshold model or double threshold GARCH model (here after DT-GARCH model).Then in this
会议
  In traditional financial time series area,the closing price is always the base of research on shares.It happens that the loss of some observation causes the