Title :
On Risk Pre-Warning Model of Derivative Financial Instrument Based on Process Neural Networks
Author_Institution :
Dept. Finance, Mil. Econ. Acad., Wuhan, China
Abstract :
By reason of enormous risk, complexity and nonlinearity of derivative financial instrument, risk pre-warning model of derivative financial instrument is built based on process neural networks.So the timely, effective pre-warning of derivative financial instrument will come true, which helps not only to know the potential risk of derivative financial instrument, but also to prepare for risk countermeasures.
Keywords :
financial data processing; neural nets; risk management; derivative financial instrument; process neural network; risk pre-warning model; Arithmetic; Bonding; Contracts; Ethics; Finance; Fluctuations; Instruments; Logistics; Neural networks; Safety;
Conference_Titel :
Management and Service Science, 2009. MASS '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-4638-4
Electronic_ISBN :
978-1-4244-4639-1
DOI :
10.1109/ICMSS.2009.5301791
