Design of Risk Control Optimization System on Uncertainty Investment
HE Qiao-li · Science Technology and Industry · 2011
The optimization technique greatly accelerated the market risk associated with the induction of information analysis and processing speed,by the uncertainty in the market stratification,and use a variety of risk models combining risk identification system,that is,VAR,CVAR and pressure test,which greatly improving the accuracy of risk control and reduce the small probability of such risks,as well as extreme cases,the impact of projects for investment and realize t efficient feedback to the risk decision system,and to avoid the three major deficiencies within original control systems,the real simultaneously with the modern market,can play the role of risk identification,early warning and control.