(1.中南工業(yè)大學(xué)，長沙 410083;
2.深圳有色金屬期貨聯(lián)合交易所，深圳 518031)
摘 要: 針對期貨市場風(fēng)險多變量、非線性、強(qiáng)耦合、高模糊的特點(diǎn)，首次以模糊數(shù)學(xué)為工具建立了期貨市場風(fēng)險的模糊量化動態(tài)監(jiān)控模型。實(shí)證分析結(jié)果表明，所建立的模型能全面準(zhǔn)確地對期貨市場風(fēng)險進(jìn)行實(shí)時的動態(tài)量化監(jiān)控，為期貨交易所、期貨經(jīng)紀(jì)公司及國家監(jiān)管部門提供了一種有效的風(fēng)險監(jiān)控工具。
關(guān)鍵字: 期貨市場風(fēng)險 模糊量化動態(tài)監(jiān)控 建模
（1.Central South University of Technology, Changsha 410083
2.Shenzhen Metal Exchange, Shenzhen 518031）
Abstract:In view of multi-variable, nonlinearity, strong coupling and fuzziness of futures market risks, a dynamic fuzzy quantitative supervision model is developed for the first time by means of fuzzy mathematics. The cases tudies showed that the model can be used to supervise all the futures market risks dynamically and quantitatively and is a good means of futures market risk supervison.
Key words: risks in futures market dynamic fuzzy quantitative supervision modelling
