基于SVM的均衡管理系统研究

Research on equilibrium management system based on Support Vector Machine

通过对开放式基金流动性风险进行特征分析,得出流动性风险均衡管理的指标,并基于SVM(支撑向量机)上建立了一种均衡管理系统。通过实验证明该系统对开放式基金管理人的决策具有较强的辅助性,有很强的实际意义。

In this paper,the parameter index is presented after a system analyse about the fluidity risk of the open fund.An equilibrium management system will be given based on Support Vector Machine.Experiments results show that the equilibrium management system assist a rule in controlling the fluidity risk of the open fund.h is a practical method.