基于机器学习算法优化的中国资本市场系统性风险监测、预警与管控研究

如何防范化解中国资本市场的重大风险隐患，建立科学有效的系统性风险监测、评估与管控体系，是当前我国金融市场危机管理机制和国家金融安全的重要研究课题。本项目设计正是针对复杂金融市场条件下资本市场异常波动与共振，“金融危机不可预测”的质疑与“系统性风险监管无效”的悖论，应用机器学习算法优化与监管科技突破传统金融监管“短板”与金融危机监管难题。项目主要通过大数据技术、机器学习及监管科技等对复杂风险网络结构下中国资本市场系统性风险进行识别、预警、监测与评估，应用复杂网络空间模型和微观机制挖掘资本市场系统性风险生成路径并对风险传染进行仿真冲击，对我国资本市场重大潜在风险共振、集聚、传染与风险溢出进行风险预警建模，运用大数据模型与人工智能(AI)工程原理进行算法优化进而构建中国资本市场系统性风险管控的金融监管科技体系，从而为我国资本市场重大风险的动态化、智能化预警与管控提供前瞻性与系统性解决方案。

How to prevent and resolve significant risks in China's capital market is the key project of crisis management in financial markets and national financial security. And the most important task is to establish a scientific and effective system, which is utilized to monitor, evaluate and control systemic risks. The design of this project is to solve the paradox of "unpredictable financial crisis" and "ineffective regulation of systemic risk", under the condition of complex financial market, abnormal fluctuations and resonance in the capital market. We uses machine learning algorithm and supervise technology to break through the "short board" of traditional financial supervision and the difficult problem of financial crisis supervision. Specifically, this project mainly uses big data technology, machine learning and supervision technology to identify, early warning, monitor and evaluate systemic risks in China's capital market under a complex risk network structure. Afterwards, we will apply complex cyberspace models and micro-mechanisms to dig out the generation path of systemic risk of the capital market and simulate the impact of risk contagion. Then we try to build a risk early warning model, which used to identify the risk resonance, accumulation, contagion and risk spillover of China’s significant potential risk. Finally, the project use the big data model and artificial intelligence (AI) engineering principle to optimize the algorithm and build a technology regulatory system of financial market in China's capital market. Our ultimate goal is to provide forward-looking and systematic solutions for the dynamic, intelligent warning and control of significant risks in China's capital market.