Financial Systematic Risk Prediction Based On Support Vector Machine Regression

In recent years, the international financial market turmoil continually,resulting into research and attention on the financial systematic risk from the world. Systematic risks existing in each financial market department,some risk from one financial department would spread to the other financial market; And under the background of frequent international financial and economic exchanges, a country’s financial risks may also affect other countries.The accumulation of systematic risk, is the result of many factors related with financial markets. Study of systematic risk need pick out the relevant variables, and do real-time monitor of the condition of the systematic risks and make predictions. The outbreak of the financial crisis,always develops fast, spreads wide, destructs badly, and produces collapsing force to economy. In today’s society where the financial markets continue to grow stronger, how to guarantee the sound development of the financial direction, can not only promote the economic development, and does not result in a systematic crisis, is the key to financial regulation. Financial crisis always reflect the lack of financial regulation and economic policy loophole of a country or region in some aspect; If a country can take an the active part in prevention and control in early time, it can survive.When the paper is doing study on forecasting systematic risk in our country based on support vector machine regression(SVMR) forecasting model system, it mainly finish the following several aspects:(1) Establish the financial pressure index to comprehensively evaluate the strength of the systematic risk in our country, and regard the index as the dependant variable of systematic risk prediction model system of our country.(2) Using Granger causality testing method, select exchange rate,GDP growth rate, the ratio of broad money to GDP, trade balance, the one-year deposit interest rate differentials these five indexes as early warning indicators of financial systematic risk.(3) In view of the support vector machine regression(SVMR) model better depicting the relationship between the multidimensional index,select the support vector machine regression(SVMR) model to predict the systematic risk in our country, and analyzes the development trend of systematic risk.