基于多元统计分析的地区金融生态环境量化评估模型研究.docVIP

基于多元统计分析的地区金融生态环境量化评估模型研究 Published Online February 2015 in Hans. //./journal/mos ///10.12677/mos.2015.41004 23 Research on the Regional Financial Eco-Environments via Multivariate Statistical Analysis Zhongkui Sun1, Yifei Liu2 1Department of Applied Mathematics, Northwestern Polytechnical University, Xi’an Shannxi 2College of Sciences, Georgia Institute of Technology, Atlanta, Georgia, USA Email: sunzk@ Received: Feb. 7th, 2015; accepted: Feb. 20th, 2015; published: Feb. 26th, 2015 Copyright ?? 2015 by authors and Hans Publishers Inc. This work is licensed under the Creative Commons Attribution International License (CC BY). ///licenses/by/4.0/ Abstract It is of particular importance to estimate a regional financial eco-environment, based on which the administrators can make their efficient policy, and the investors may estimate the potential risk in investment to make brilliant decisions. For this purpose, the current paper deals with the mea- surement of a regional financial eco-environment. A mathematical model has been proposed by means of multivariate statistical methods, for example, the factor analysis method, the cluster methods and the discriminant analysis method, and it has been well tested and verified in esti- mating for regional financial eco-environment through the real data of ten states in United State. Keywords Regional Financial Eco-Environment, Evaluating Model, Multivariate Statistical Analysis 基于多元统计分析的地区金融 生态环境量化评估模型研究 孙中奎1，刘怡菲2 1西北工业大学理学院应用数学系，陕西 西安 2乔治亚理工学院理学院，亚特兰大，佐治亚州，美国 基于多元统计分析的地区金融生态环境量化评估模型研究 24 Email: sunzk@ 收稿日期：2015年2月7日；录用日期：2015年2月20日；发布日期：2015年2月26日 摘 要 合理评估金融生态环境对于改善地区金融环境、提高金融系统的抗风险能力具有十分重要的意义。尤其 是针对地区金融生态环境的量化分析和评价既可发挥地区经济特色，也能促进地区经济健康有序发展。 有鉴于此，本文研究了地区金融生态环境的评价问题，基于多元统计理论建立了地区金融环境的量化评 估模型——利用因子分析对指标进行降维、利用聚类分析对样本进行分类、再利用判别分析建立了判别 规则。通过所收集的美国10个州的经济、民生数据，验证了本文所建立模型在地区金融生态环境评价中 的合理性和有效性。 关键词 地区金融生态环境，评估模型，多元统计分析 1. 引言 金融生态环境是指一个国家(或地区)在一定的政治制度和金