摘要
针对衍生金融工具存在的巨大风险及其风险的复杂性与非线性,采用过程神经网络对衍生金融工具的风险建立预警模型,以实现衍生金融工具风险及时、有效预警,有助于认识和理解衍生金融工具潜在风险,作好风险防范。
Aiming at enormous risk, complexity and nonlinearity of derivative financial instrument, risk pre - warning model is built by use of process neural networks for derivative financial instrument, this come true to the timely, effective warning of derivative financial instrument, which helps to know and understand not only the lurking risk of derivative financial instrument, preparing for risk countermeasures.
出处
《统计与信息论坛》
CSSCI
2008年第11期11-15,共5页
Journal of Statistics and Information
基金
山东省统计科研重点课题"基于问卷调查的统计数据质量的测评与控制研究"(KT0832)
青岛市软科学资助项目"青岛市企业高新技术创新项目R&D绩效测度与评价研究"(07R-22)
关键词
衍生金融工具
风险
过程神经网络
预警模型
derivative financial instrument
risk
process neural networks
pre - warning model
