【摘要】 文章在确认了对于交易所风险具有重要作用的决定性因素的基础上,根据中国证监委的风险监控指标,利用聚类分析得到非正常样本,然后建立了风险预警判别函数,确认了价格波动变化是期货交易所风险最重要的影响因素,并验证了判别函数和分析结果的有效性。更多还原

【Abstract】 On identifying the important determinants that exist with exchange perils, the article obtains abnormal samples with the help of cluster analysis in accordance with risk control indexes produce by Shanghai Futures Exchange and then develops the risk warning discrimination function. It is established that price fluctuation is the most important factor influencing futures exchange perils and the validity of the function and its results are also confirmed.更多还原