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Financial Institution Prevention Financial Risk Monitoring System Under the Fusion of Partial Differential Equations

   | Jul 15, 2022

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This paper proposes a financial risk monitoring system based on partial differential equations. In this paper, a functional expression of risk measurement is proposed for the uncertainty of financial assets risk of financial institutions. In this paper, a partial differential equation model of asset price based on non-extensive statistical theory is established. At the same time, this paper establishes the optimal portfolio investment model with the restriction of risk measure under partial differential equation. The experimental study shows that the financial risk measurement method under the partial differential equation proposed in this paper fully considers the financial risk uncertainty of financial assets. It satisfies the axiomatic system of consistent risk measures.

eISSN:
2444-8656
Language:
English
Publication timeframe:
2 times per year
Journal Subjects:
Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics