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本文以股指期货市场极端风险为研究对象,采用小波人工神经网络模型和智能技术研究极端风险预警的人工智能算法,构建极端风险预警的VaR指标和股指期货市场极端风险智能预警模型;运用小波分解对样本数据预处理,并进行神经网络学习、训练和测试,实现极端风险的机器自动预警及其事前预判。实证研究表明,股指期货市场极端风险智能预警模型具有较高的预警准确率和事前预测能力,对建立股指期货市场极端风险管理策略有实际参考价值。
This paper takes the extreme risk of the stock index futures market as the research object, studies the artificial intelligence algorithm of the extreme risk warning by using the wavelet artificial neural network model and the intelligent technology, constructs the VaR index of the extreme risk warning and the intelligent intelligent warning model of the extreme risk of the stock index futures market. Sample data preprocessing, and neural network learning, training and testing, to achieve the extreme risk of automatic warning of the machine and its pre-judgment. The empirical research shows that the intelligent early warning model of the extreme risk in the stock index futures market has a high early warning accuracy and the ability to predict in advance, and has practical reference value for establishing the extreme risk management strategy of the stock index futures market.