The Research of Case Based Reasoning Technology Applied to the Macro Financial Risk Analysis

Abstract

With the global financial markets continuing to stride forward towards the liberalization and globalization , macro financial market environment is increasingly becoming more complex, thus leading to the increase of the factors that trigger financial risks, and that the risk management becomes more and more difficult. In this paper, the case based reasoning method is introduced into the field of macro financial risk management, completely analyzing the process of macro financial risks that is based on case based reasoning. First of all, the use of three tuples form realizes the description of the macro financial risk case; then, the article describes the correction of risk cases and the retrieval of risk cases; finally, this paper describes the learning strategies of the risk cases and the maintenance of the case library. This study provides a new research idea that can effectively predict and assess the macro financial risk events that may occur for the country and the financial institutions.