International Journal of Circuits, Systems and Signal Processing

E-ISSN: 1998-4464
Volume 15, 2021

Notice: As of 2014 and for the forthcoming years, the publication frequency/periodicity of NAUN Journals is adapted to the 'continuously updated' model. What this means is that instead of being separated into issues, new papers will be added on a continuous basis, allowing a more regular flow and shorter publication times. The papers will appear in reverse order, therefore the most recent one will be on top.

Main Page

Submit a paper | Submission terms | Paper format


Volume 15, 2021

Title of the Paper: Quantitative Model of Enterprise Financial Risk Management Based on Nonlinear Differential Equation


Authors: Hui Yang, Guixian Tian, Yongchao Tao

Pages: 1305-1313 

DOI: 10.46300/9106.2021.15.141     XML


Abstract: In order to accurately assess the financial risks of enterprises, a quantitative model of enterprise financial risk management based on nonlinear differential equations is designed. According to the hierarchical running track of enterprises, 30 evaluation indexes are selected, the index weights are determined, and the financial risk evaluation index system is constructed. Constructing allocation judgment matrix based on binary allocation scale value. Copula nonlinear differential equation is selected to comprehensively quantify the risk management of enterprise financial portfolio. Realize the quantitative model of enterprise financial risk management. The accuracy of the design model is verified by experiments. The results show that the upper quantile of the design model analysis is closer to the standard value, which is consistent with the actual situation and is effective