DocumentCode
2567161
Title
Design and optimization of DSS for risk forewarn in Chinese emerging stock markets
Author
Zou, Huiwen
Author_Institution
Sch. of Manage., Fuzhou Univ., Fuzhou
fYear
2008
fDate
2-4 July 2008
Firstpage
3930
Lastpage
3935
Abstract
An index system for risk forewarn in Chinese emerging stock markets is designed, and an optimization model of investment decision based on the forewarn of the market risk signal is built up. Then, the design and optimization of DSS (Decision Support System) for risk forewarn in Chinese emerging stock markets are discussed. The structure and function of the DSS are given. The method of data interface is shown.
Keywords
decision support systems; investment; optimisation; risk management; stock markets; Chinese emerging stock markets; DSS; decision support system; index system; investment decision; market risk signal; optimization model; Control systems; Decision support systems; Design optimization; Investments; Least squares methods; Polynomials; Risk analysis; Stock markets; Decision Support System (DSS); Emerging Stock Market; Risk Forewarn;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Decision Conference, 2008. CCDC 2008. Chinese
Conference_Location
Yantai, Shandong
Print_ISBN
978-1-4244-1733-9
Electronic_ISBN
978-1-4244-1734-6
Type
conf
DOI
10.1109/CCDC.2008.4598069
Filename
4598069
Link To Document