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:为适时监测股市运行中的系统风险,管理股市系统风险,维护股市稳定,本文基于投资者行为,采用因子分析及聚类分析方法,制定出九个预警指标,构建中国股市运行的预警监控体系,以监测股市的系统风险。
: In order to timely monitor the systematic risk in the stock market operation, manage the stock market system risk and maintain the stock market stability, this article uses factor analysis and cluster analysis method to make nine early-warning indicators and build an early warning monitoring system for the operation of the Chinese stock market based on the investor behavior To monitor the systemic risk in the stock market.