基于主成份和灰色预测法的房地产金融风险预警体系研究

An Early Warning System of Real Estate Financial Risk Based on the Principal Component Analysis and the Grey Prediction Model

为构筑房地产市场金融风险防火墙体系,本文借鉴国内外房地产市场风险预警方法和经验,采用主成份分析法、灰色预测法等数理统计分析方法,构建了房地产金融风险预警体系。采用该预警体系对山东省近15年的房地产金融市场运行状况进行实证分析,得出的对市场运行状况的警情判断与实际情况基本吻合。

Based on the experiences of domestic and foreign early warning methods of real estate financial risk, this paper develops an early warning system of real estate financial risk by employing statistical methods including the principal component analysis and the grey prediction model. This model is used to analyze the real estate financial market of recent 15 years in Shandong province. The predictions of this model are in general consistent with the facts.