Case-based reasoning for risk evaluation of financial derivatives

被引：0

作者：

He Yong-gui ^{[1
]}

Bai Jie ^{[1
]}

Huang Ren-hui ^{[1
]}

Han Yue-e ^{[1
]}

机构：

[1] N China Elect Power Univ, Sch Business Adm, Baoding 071003, Peoples R China

来源：

Proceedings of 2006 Chinese Control and Decision Conference | 2006年

关键词：

financial derivatives; risks; case-based reasoning; risk evaluation;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Financial derivatives provides landmark contributions for financial market, and also the unexpected market risks. For evaluating the risks more scientifically to prevent them effectively, the case-based reasoning method is introduced into the risk evaluation of financial derivatives, which arised from the domain of artificial intelligence newly. According to the analysis on various risks, combining with the principle of case-based reasoning, techniques are studied such as knowledge representation of derivative risk cases, establishment of database, retrieval of similar cases, case learning, etc. An example is used to illustrate the evaluation process, the method indicates its application validity to the field and improves the evaluation efficiency of derivative risks.

引用

页码：874 / 878

页数：5