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The Fuzzy Integrative Evaluation Model Of Financial Risk Forecast

Posted on:2006-08-30Degree:MasterType:Thesis
Country:ChinaCandidate:J JiangFull Text:PDF
GTID:2166360155453113Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
The economy development and financial reforms put forward the urgent request for the construction of the risk early-warning of the financing institution. Because the development of the financial industry makes it circulate the risk in the process and continuously enlargement, and accumulate little by little. For guarding against and dissolving the financial risk, we should not only strengthen the self-discipline management of the financing institution, but also practice to take charge of to the financing institution as well count for much. Therefore, to take the assistance of the running risk supervising of the financing institutions, the establishment and the perfection of the valid early-warning system of the running condition of the financing institutions, have become the count for much affairs. The financial risk mean the possibility of the situation lose when the financial market corpus is engaged in the currency, funds, reputation bargain process. The financial risk is a kind of economic phenomenon, if don't take in to guard against and dissolve, will bring about the financial crisis. So-called the financial risk early warning mainly is to analysis and forecast the possible of financial property lose and the destructive possibility of the financial system which maybe occurred during the process of the financial running, and provide the suggestion for the financial safety running. Financial risk and the person's subjective behaviors are inseparable, and this kind of subjective behavior is one of the results of the brain thinking activity, and during the brain thinking activity, it is not avoidable that it exists a great deal of decision by fuzzy concept and value concept. Currently each kind of risk of the financial market mainly gives from the economics angle, and it can't describe the kind of fuzzy phenomena being this or that. This text uses the indetermination model to enter the quantity analysis and predict to the financial risk after standardize the index sign of the financial risk, attaining to get the total judgment and quantity concept for the financial enterprise risk degree. |The financial risk involves five aspects, such as macroscopic economic environment, the financial enterprise management risk, bubble economy risk, national debt risk and the foreign capital impacted risk. If we want to unify these 5s, attaining to get the total judgment and quantity concept for the financial enterprise risk degree, we construct multidimensional membership function to attain this. The financial risk states can be divided into the safety( A1 ), basic safety( A2 ) , risk( A3 )and biggish risk( A4 )etc. For embodying these financial risk states on multidimensional membership function, we construct four kinds of multidimensional membership function about the safety, basic safety, risk, biggish risk respectively. Thus, when we input financial risk data of some year, we can judge the state that it belongs to according to biggest membership principle. As for constructing multidimensional membership function, because the coefficient in the function did not know, we think about...
Keywords/Search Tags:multidimensional membership function, consistency character, fuzzy matrix, the multidimensional linear regression model
PDF Full Text Request
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