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

<p>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.</p>
</abstract>

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.

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

Applied Mathematics and Nonlinear Sciences

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

This paper proposes a financial risk monitoring system based on partial differential equations. In this paper, a functional expression of risk measurement is...

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

Publié en ligne: 15 juil. 2022

Pages: 1925 - 1932

Reçu: 29 avr. 2022

Accepté: 23 juin 2022

DOI: https://doi.org/10.2478/amns.2022.2.0179

Mots clés
Partial differential equation, Financial institution, Financial risk monitoring, Loss function, risk measurement

© 2023 Lijun Sheng, published by Sciendo

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

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

Publié en ligne: 15 juil. 2022

Pages: 1925 - 1932

Reçu: 29 avr. 2022

Accepté: 23 juin 2022

DOI: https://doi.org/10.2478/amns.2022.2.0179

Mots clésPartial differential equation, Financial institution, Financial risk monitoring, Loss function, risk measurement

© 2023 Lijun Sheng, published by Sciendo

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

Mots clés
Partial differential equation, Financial institution, Financial risk monitoring, Loss function, risk measurement