Journal of Hebei University(Natural Science Edition) >

2018 , Vol. 38 >Issue 3: 225 - 231

DOI: https://doi.org/10.3969/j.issn.1000-1565.2018.03.001

Application of particle swarm optimization in a class of nonlinear financial risk system

  • LI Bo ,
  • TIAN Ruilan ,
  • ZHANG Weihua ,
  • LIU Guoxin
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  • 1. School of Economics and Management, Hebei University of Technology, Tianjin 300000, China; 2. Investment Banking and Asset Management Department, Bank of China, Hebei Branch, Shijiazhuang 050000, China; 3. School of Economics and Management, Shijiazhuang TiedaoUniversity, Shijiazhuang 050043, China

Received date: 2017-10-15

  Online published: 2018-05-25

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Abstract

Maintaining stable operation of financial system and reducing financial risk is a focus studied by economical researchers. Based on the nonlinear chaos and bifurcation theory, this paper introduces the particle swarm optimization and discuss how to choose the optimal parameter ratio to ensure the smooth operation of the financial system and the maximum reduction of the total risk value of the system. The results show that the theory and methods selected in this paper can effectively find the optimal parameter ratio and have certain theoretical significance for the regulation of related institutions.

Key words： financial risk system; nonlinear dynamics; chaos and bifurcation; particle swarm optimization(PSO)

Cite this article

LI Bo , TIAN Ruilan , ZHANG Weihua , LIU Guoxin . Application of particle swarm optimization in a class of nonlinear financial risk system[J]. Journal of Hebei University(Natural Science Edition), 2018 , 38(3) : 225 -231 . DOI: 10.3969/j.issn.1000-1565.2018.03.001

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