重庆理工大学学报（自然科学版）2016，Vol.30Issue(4)：137-146,10.DOI:10.3969/j.issn.1674-8425(z).2016.04.024
基于 Logistic 模型的系统性金融风险研究
Research of Systemic Financial Risk Based on Logistic Model
摘要
Abstract
This paper aimed to maxe a summary and refining of the existing systemic financial risx measure model and tried to find out an early warning model which suits for the reality of our country that relies on historical data of the empirical analysis. The research wanted to maxe every effort to maxe the financial crisis change from a sudden event to a daily object which could be continuous monitored. The Logistic analysis model was used to maxe quantitative analysis of the technical indicators which involve the inflation rate,total reserves,import and export,etc. By further comparison,we came up with the high levels correlation technical indicators and modified qualitative analysis model to predict systemic financial risx in our country. On the basis of the model,the related government department can focus on the change of systemic risx indicators to determine the probability of financial crisis and then taxe the appropriate response to avoid the unnecessary loss.关键词
系统性金融风险/logistic 模型/预测/指标Key words
systemic financial risx/logistic model/prediction/indicator分类
数理科学引用本文复制引用
张德鸿..基于 Logistic 模型的系统性金融风险研究[J].重庆理工大学学报（自然科学版）,2016,30(4):137-146,10.基金项目
国家自然科学基金资助项目 （）
