| 基于过程神经网络的衍生金融工具风险预警模型研究 |
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| 引用本文： | 张杰,赵峰.基于过程神经网络的衍生金融工具风险预警模型研究[J].统计与信息论坛,2008,23(11):11-15. |
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| 作者姓名： | 张杰 赵峰 |
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| 作者单位： | 山东科技大学,经济管理学院,山东,青岛,266510 |
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| 基金项目： | 山东省统计科研重点课题，青岛市软科学资助项目 |
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| 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。
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| 关 键 词： | 衍生金融工具 风险 过程神经网络 预警模型 |
Study on Risk Warning Model of Derivative Financial Instrument Based on Process Neural Networks |
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| ZHANG Jie,ZHAO Feng.Study on Risk Warning Model of Derivative Financial Instrument Based on Process Neural Networks[J].Statistics & Information Tribune,2008,23(11):11-15. |
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| Authors: | ZHANG Jie ZHAO Feng |
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| Institution: | (school of Economics and Management, Shandong University of Science and Technology, Qingdao 266510, China) |
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| Abstract: | 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. |
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| Keywords: | derivative financial instrument risk process neural networks pre-warning model |
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