DocumentCode
2549706
Title
Measurement of the financial risks and the early warning assess — Based on the sight of catastrophe model
Author
Qiu-ling, Chen ; Qing, Zhang ; Yu-chun, Xue ; Lu, Xiao
Author_Institution
School of International Business and Management, Shanghai University, P.O. Box 147 No. 99 Shangda Road, Shanghai 200444
fYear
2009
fDate
21-23 Oct. 2009
Firstpage
1239
Lastpage
1244
Abstract
This paper formulates a system, with strong alerting functions, of indices of assessing these risks. Defines the early warning borders of all kinds of indices and of all ranks of risks, and ranks the early warning of the financial risks. This paper constructs a catastrophe model of measurement and pre-warning of the financial risks according to the catastrophe theory. By using this theory and method, this paper quantifies and calculates the value of each subsidiary financial system and the degree of the financial risks.
Keywords
Alarm systems; Economic forecasting; Economic indicators; Financial management; Macroeconomics; Mathematics; Risk management; Signal analysis; Signal to noise ratio; Sun; catastrophe model; the degree of the financial risks; the indices system of early warning; the rank of the early warning system;
fLanguage
English
Publisher
ieee
Conference_Titel
Industrial Engineering and Engineering Management, 2009. IE&EM '09. 16th International Conference on
Conference_Location
Beijing, China
Print_ISBN
978-1-4244-3671-2
Electronic_ISBN
978-1-4244-3672-9
Type
conf
DOI
10.1109/ICIEEM.2009.5344441
Filename
5344441
Link To Document