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粒子群算法在非线性金融风险模型中的应用
Application of particle swarm optimization in a class of nonlinear financial risk system
【摘要】 在非线性动力学混沌与分岔理论的基础上引入粒子群算法,对如何选择最优参数配比以保证金融系统的平稳运行及最大程度的降低系统总风险值进行探讨.结果表明,所选取的理论与研究方法能够有效寻找最优参数配比,并对相关机构进行调控具有一定的理论指导意义.
【Abstract】 Maintaining stable operation of financial system and reducing financial risk is a focus studied by economical researchers.Based on the nonlinear chaos and bifurcation theory,this paper introduces the particle swarm optimization and discuss how to choose the optimal parameter ratio to ensure the smooth operation of the financial system and the maximum reduction of the total risk value of the system.The results show that the theory and methods selected in this paper can effectively find the optimal parameter ratio and have certain theoretical significance for the regulation of related institutions.
【Key words】 financial risk system; nonlinear dynamics; chaos and bifurcation; particle swarm optimization(PSO);
- 【文献出处】 河北大学学报(自然科学版) ,Journal of Hebei University(Natural Science Edition) , 编辑部邮箱 ,2018年03期
- 【分类号】F830;TP18
- 【被引频次】2
- 【下载频次】211