Financial Institution Prevention Financial Risk Monitoring System Under the Fusion of Partial Differential Equations
Pubblicato online: 15 lug 2022
Pagine: 1925 - 1932
Ricevuto: 29 apr 2022
Accettato: 23 giu 2022
DOI: https://doi.org/10.2478/amns.2022.2.0179
Parole chiave
© 2023 Lijun Sheng, published by Sciendo
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 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.