基于隐马尔科夫模型下的实时风险管理

Real-time Risk Management Based on Hidden Markov Model

在目前实时风险管理整体现状的研究基础上,该文独立设计出了一种实时风险管理的框架。理论分析表明,与传统做法相比较,改进后的实时风险评估子模块不仅节省存储空间而且在与其它子模块进行交互时更具有实时性,得到的风险值也更加合理。

In this article, a real-time risk management framework based on the hidden Markov model is proposed independently after studies on the current status of real-time risk management as a whole. Theoretical analysis shows that compared with traditional practices, improved real-time risk assessment sub-module not only saves storage space but also makes the real-time better while interacting with other sub-modules and the risk values are more reasonable.