期货风险监控辅助决策系统  

Assistant Decision System of Futures Risk Monitoring

作　　者：徐选华[1] 陈晓红[1] 周艳菊[1] 

机构地区：[1]中南大学商学院,长沙410083

出　　处：《计算机工程》2003年第20期52-54,共3页Computer Engineering

基　　金：国家杰出青年基金资助项目(70125002)

摘　　要：期货市场中存在着巨大的风险，建立风险预警决策系统，可以及早发现并控制风险。根据云晨期货经纪有限公司期货交易风险控制课题实际，对期货市场风险预警指标体系及其算法进行了设计。利用PowerBuilder软件工具开发了期货市场风险监控辅助决策系统，系统计算了风险预警指标，进行风险跟踪。设计了实际交易行情数据接口模型，开发了实现行情数据接口软件。There are great risks in futures market,but it can be early discovered and controlled by establishing the risk forewarning decision system.Based on the project of the futures trade risk control of Yun Chen futures management limited, the futures risk forewarning index system and its algorithm are designed. The supplementary decision system of futures market risk monitoring is developed by use of the software tool PowerBuilder. The risk forewarning indexes are calculated by the system and the risk is traced. The actual trade market data interface pattern is designed. The data interface software is developed.

关 键 词：期货市场 风险指标 风险预警 DSS 决策系统 

分 类 号：F830.91[经济管理—金融学] TP39[自动化与计算机技术—计算机应用技术]