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Financial risk quantification method and device based on risk preference and storage medium

A risk preference and quantitative method technology, applied in the field of data processing, can solve problems such as inability to reflect risk preference

Pending Publication Date: 2019-10-18
WUYI UNIV
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Problems solved by technology

Among the existing risk quantification models, the VaR model and the ES model are the most commonly used, but in the existing models, the risk preference is usually reflected in a constant form, but the risk preference usually changes according to factors such as investment diversification and amount allocation , so the risk quantification method of the existing scheme cannot reflect the influence of risk preference

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  • Financial risk quantification method and device based on risk preference and storage medium
  • Financial risk quantification method and device based on risk preference and storage medium
  • Financial risk quantification method and device based on risk preference and storage medium

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Embodiment Construction

[0030] In order to make the object, technical solution and advantages of the present invention clearer, the present invention will be further described in detail below in conjunction with the accompanying drawings and embodiments. It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention.

[0031] It should be noted that, if there is no conflict, various features in the embodiments of the present invention may be combined with each other, and all of them are within the protection scope of the present invention. In addition, although the functional modules are divided in the schematic diagram of the device, and the logical order is shown in the flowchart, in some cases, the division of modules in the device or the sequence shown in the flowchart can be performed in different ways. or the steps described.

[0032] refer to figure 1 , the first embodiment of the present invention provi...

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Abstract

The invention discloses a financial risk quantification method and device based on risk preferences and a storage medium. On the basis of obtaining risk data, an index risk function and risk preference value are introduced, the risk preference is reflected in the form of the function and the variable, and the risk preference function is substituted into the preset risk quantification function, sothat the parameters are adjusted in real time according to different risk preferences of investors, and the risk quantification result more conforming to the actual situation of the investors is obtained.

Description

technical field [0001] The invention relates to the field of data processing, in particular to a risk preference-based financial risk quantification method, device and storage medium. Background technique [0002] At present, risk quantification models are a hot topic in the current financial market. How to quantify financial risks according to investors' risk preferences plays an important role in recommending financial products. Among the existing risk quantification models, the VaR model and the ES model are the most commonly used, but in the existing models, the risk preference is usually reflected in a constant form, but the risk preference usually changes according to factors such as investment diversification and amount allocation , so the risk quantification methods of existing schemes cannot reflect the influence of risk preference. Contents of the invention [0003] In order to overcome the deficiencies of the prior art, the purpose of the present invention is t...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q10/06G06Q40/06
CPCG06Q10/0635G06Q40/06
Inventor 孙飞梁兆文丰羽
Owner WUYI UNIV
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