Quantitative Model of Enterprise Financial Risk Management Based on Nonlinear Differential Equation

Autor:	Guixian Tian, Hui Yang, Yongchao Tao
Rok vydání:	2021
Předmět:	Index (economics) Scale (ratio) Computer science business.industry Financial risk Financial risk management Copula (probability theory) Signal Processing Econometrics Portfolio Electrical and Electronic Engineering business Risk management Quantile
Zdroj:	International Journal of Circuits, Systems and Signal Processing. 15:1305-1313
ISSN:	1998-4464
DOI:	10.46300/9106.2021.15.141
Popis:	In order to accurately assess the financial risks of enterprises, a quantitative model of enterprise financial risk management based on nonlinear differential equations is designed. According to the hierarchical running track of enterprises, 30 evaluation indexes are selected, the index weights are determined, and the financial risk evaluation index system is constructed. Constructing allocation judgment matrix based on binary allocation scale value. Copula nonlinear differential equation is selected to comprehensively quantify the risk management of enterprise financial portfolio. Realize the quantitative model of enterprise financial risk management. The accuracy of the design model is verified by experiments. The results show that the upper quantile of the design model analysis is closer to the standard value, which is consistent with the actual situation and is effective
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::d1077a98ed8b3d435292226bea7338ea https://doi.org/10.46300/9106.2021.15.141 Zobrazit plný text záznamu