金融监管数字化转型实践与创新应用  

Practice of Digital Transformation and Innovative Applications of Financial supervision

作　　者：课题组 俞利强[2] Research Group

机构地区：[1]不详 [2]中国人民银行西宁中心支行

出　　处：《西部金融》2021年第9期30-42,52,共14页West China Finance

摘　　要：本文提出了以监管理念科学化、监管手段智能化和监管应用场景化为主要内容的数字化金融监管转型的路径,以风险识别预警、异常行为发现、关联知识挖掘等为内容构建场景,通过创新混合应用BP神经网络、SVM回归、SARIMA时间序列模型、Apriori关联模型和决策树等,构建既可分析整体、又可分解局部剖析的数字化金融监管集成,为金融监管数字化转型提供了新的思路。In this article we put forward the idea that the digital transformation of financial regulation should focuse on scientific concepts,intelligent supervisory means and application scenarios.When it comes to the scenario building we’d better take risk identification and early warning,discovery of abnormal behavior and association knowledge mining into consideration.The innovation of this article is that we use multiple models together in order to analyze both the whole and the part.It’s a new idea in the study of digital transformation of financial regulation.Models we used in this article include BP neural network,SVM regression,SARIMA time series model,Apriori association model and Decision Tree.

关 键 词：大数据 人工智能 金融监管 

分 类 号：F832.1[经济管理—金融学]