An Equilibrium Model of Macro Financial Risk Alert and Measurement
- 10.2991/icsste-15.2015.217How to use a DOI?
- Equilibrium Model, Macro Financial Risk, Alert, Measurement
An equilibrium model of macro-financial system is crucial to the stability of the wholly country and society, and an effective financial risk alert system is important for macro-economic policy formulation as it can detect and predict financial crisis. This paper designs an integrated equilibrium model through three aspects: choosing risk alert indicators on previous literatures, judging financial risk ranks by factor analysis and history data, applying BP neural network to design an equilibrium model and form an prediction of financial crisis in 2010, and the predication shows that the total macro-financial is running safely, but there are some insecure facts which still exist in the macro-economic sub-system and external financial sub-system. The research in this paper is very significant to our country and can provide certain reference for the investigation in the future.
- © 2015, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Huizhen Long PY - 2015/04 DA - 2015/04 TI - An Equilibrium Model of Macro Financial Risk Alert and Measurement BT - Proceedings of the 2015 International Conference on Social Science and Technology Education PB - Atlantis Press SP - 857 EP - 860 SN - 2352-5398 UR - https://doi.org/10.2991/icsste-15.2015.217 DO - 10.2991/icsste-15.2015.217 ID - Long2015/04 ER -