我国中老年家庭金融风险预警与因素层级研究--基于中国情境下的辨识与重构  

Study on Financial Risk Early Warning and Factor Hierarchy of Middle-Aged and Elderly Families in China:Identification and Reconstruction Based on Chinese Context

作　　者：李媛媛[1] 张春蕾 方会琳 LI Yuan-yuan;ZHANG Chun-lei;FANG Hui-lin(School of Economics and Management,Hebei University of Technology,Tianjin 300401,China)

机构地区：[1]河北工业大学经济管理学院,天津300401

出　　处：《西北人口》2022年第2期15-27,共13页Northwest Population Journal

基　　金：国家社会科学基金项目“我国老年人决策行为异质性与金融欺诈风险预警及防控研究”(20CRK010)。

摘　　要：家庭金融风险的防范与化解影响着家庭金融安全,而金融诈骗问题的层出不穷给中老年家庭金融安全带来严重困扰与潜在风险,对此应当给予更多关注。文章回归金融诈骗受害方视角,立足文献研究,基于CHARLS(2018)数据,采用XGBoost算法识别出中国情境下影响我国中老年家庭金融风险的关键因素,并使用ISM模型分析各影响因素间的层级结构关系,深层次挖掘各因素之间的关联关系。相较于决策树和随机森林,通过XGBoost算法构建的家庭金融风险预警模型具有更好的预测性能,在准确率、召回率、F1值和AUC值上均有良好的表现,并基于此模型辨识出影响中老年家庭金融风险的前35个重要因素。遵循从因素辨识到模型重构的思路,按照各因素之间由浅入深的逻辑构成,重构了兼具代际关系、人情关系与社会保障的因素层级,并将其归纳为浅层诱导因素、中层影响因素、深层根源因素。基于上述研究,进一步提出具有针对性的预防中老年家庭金融诈骗风险的对策建议,以便从源头上系统性防范中老年家庭金融风险。The prevention and resolution of family financial risks affect family financial security,and the emergence of financial fraud has brought serious troubles and potential risks to the financial security of middle-aged and elderly families,which should be paid more attention.Returning to the perspective of the victim of financial fraud,based on literature research and CHARLS(2018)data,XGBoost algorithm was used to identify the factors affecting the financial risks of middle-aged and elderly families in China.ISM model was used to analyze the hierarchical structure relationship among the influencing factors and to dig the correlation between the factors in a deeper way.Compared with decision tree and random forest,the family financial risk early warning model constructed by XGBoost algorithm in this paper has better prediction performance,with good performance in accuracy,recall rate,F1 value and AUC value.Based on this model,the top 35 important factors affecting the financial risk of middle-aged and elderly families are extracted.Following the idea from factor identification to model reconstruction,according to the logical structure from shallow to deep among factors,the factor hierarchy with intergenerational relationship,human relationship and social security is reconstructed,and it is summarized as shallow inducing factor,middle influencing factor and deep root factor.Based on the above research,further put forward targeted countermeasures and suggestions to prevent financial fraud risks of middle-aged and elderly families,so as to systematically prevent financial risks of middle-aged and elderly families from the source.

关 键 词：家庭金融风险 风险预警 因素层级 中老年家庭 XGBoost-ISM 

分 类 号：C913.3[经济管理]