%0 Journal Article
%T The Discriminate Model for the Corner Risk in Future Based on Nonlinear Mapping Analysis and Its Application<br>基于非线性映射分析的期货逼仓风险判定模型及其应用
%A CHI Guo-tai
%A LIU Yi-fang
%A Yu Fang-ping
%A <br>迟国泰
%A 刘轶芳
%A 余方平
%J 系统工程理论与实践
%D 2006
%I 
%X Select seven indexes from three sorts-capital,price and open interest to reflect the risk of the corner.By the method of nonlinear mapping,the corner trading days are successfully separated with others,and form a independent points group.According to the principle of difference particle and distance maximal,computer method is brought forward to effectively calculate the threshold.It provides theory foundation and concrete method for the judgment and monitor of the corner risk.The characteristics are as follows: Firstly,adopt the principle of nonlinear mapping method and different particle to bring the method of solving threshold and the concrete method of the corner judgment.It solves the problem that there isn't scientific method to judge the corner cases.It can accurately judge the corner risk in the beginning,provides alert function for the monitor of the corner risk in future trade and,further perfects the system of risk control in future trade.Secondly,by comparing with the results of system cluster,verify the science and effectiveness of applying nonlinear mapping method to classify the corner phenomena.This provides a basis for the applications of the method in the future and other finance fields.Thirdly,the study selects 30 samples from 244 effective samples in soul meal contract s0409 to enplane the course of threshold's solving and classifying and the course of the corner judgment.And to verify the precision of judgment by the comparison between discriminate results and the real case,the results show that the precision of the method is up to 93.33%.
%K future trade
%K corner
%K threshold of corner
%K discriminate of corner
%K risk management<br>期货交易
%K 期货逼仓
%K 逼仓阈值
%K 逼仓判定
%K 风险管理
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=D7561771824FBEEA&yid=37904DC365DD7266&vid=96C778EE049EE47D&iid=94C357A881DFC066&sid=CA4FD0336C81A37A&eid=708DD6B15D2464E8&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=4&reference_num=16