Title :
Design and optimization of DSS for risk forewarn in Chinese emerging stock markets
Author_Institution :
Sch. of Manage., Fuzhou Univ., Fuzhou
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;
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
DOI :
10.1109/CCDC.2008.4598069
