<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>With the development of the times and the progress of science and technology, the financial market is constantly reformed and China’s financial industry is gradually modernized. However, China’s economy has been in the stage of rough growth for a long time, which has led to low efficiency in the allocation of financial resources and unreasonable use of funds, and this has seriously restricted the whole social production activities and the stability and sustainable and healthy development of the national economy, so the prevention and control of financial risks is particularly important.Therefore, how to identify and measure the risks in China’s financial industry and manage and invest them in a reasonable way is a very serious issue facing China’s financial institutions today. On the other hand, due to the continuous development and innovation of the financial market, China’s financial industry has been gradually reformed. However, due to the imperfection of China’s economic system and related laws and regulations, some non-performing assets and irregularities in the operation of domestic financial institutions have emerged, and instability in the financial market has also emerged. These phenomena make China’s financial industry face huge financial risks in the process of development.</p>
</abstract>

With the development of the times and the progress of science and technology, the financial market is constantly reformed and China’s financial industry is gradually modernized. However, China’s economy has been in the stage of rough growth for a long time, which has led to low efficiency in the allocation of financial resources and unreasonable use of funds, and this has seriously restricted the whole social production activities and the stability and sustainable and healthy development of the national economy, so the prevention and control of financial risks is particularly important.Therefore, how to identify and measure the risks in China’s financial industry and manage and invest them in a reasonable way is a very serious issue facing China’s financial institutions today. On the other hand, due to the continuous development and innovation of the financial market, China’s financial industry has been gradually reformed. However, due to the imperfection of China’s economic system and related laws and regulations, some non-performing assets and irregularities in the operation of domestic financial institutions have emerged, and instability in the financial market has also emerged. These phenomena make China’s financial industry face huge financial risks in the process of development.

A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets

Department of Economic Management, Science and Technology College

Applied Mathematics and Nonlinear Sciences

This work is licensed under the Creative Commons Attribution 4.0 International License.

With the development of the times and the progress of science and technology, the financial market is constantly reformed and China’s financial industry is...

A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets

Published Online: Jul 15, 2022

Page range: 1861 - 1870

Received: Apr 28, 2022

Accepted: Jun 17, 2022

DOI: https://doi.org/10.2478/amns.2022.2.0174

Keywords
Quantile regression equation, Financial market risk, Financial value forecasting

© 2023 Lin Chen et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

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A Study on the Application of Quantile Regression Equation in Forecasting Financial Value at Risk in Financial Markets

Published Online: Jul 15, 2022

Page range: 1861 - 1870

Received: Apr 28, 2022

Accepted: Jun 17, 2022

DOI: https://doi.org/10.2478/amns.2022.2.0174

KeywordsQuantile regression equation, Financial market risk, Financial value forecasting

© 2023 Lin Chen et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Figure 1

Figure 2

Figure 3

Figure 4

Figure 5

Figure 6

Keywords
Quantile regression equation, Financial market risk, Financial value forecasting