Research On Extreme Risk Early Warning Of Stock Index Futures Market Based On Wavelet Neural Network

Stock market crash in China and If1309 of Everbright Securities contract shows extreme risk for a class of special event exists in stock index futures market of China. Stock index futures just stepped on the right track, constantly improved the stock index futures market risk monitoring and management system is very urgent and important. constantly improved the stock index futures market risk monitoring and management system is very important and urgent. Analysis and study of stock index futures market extreme movements and performance, and the reason of extreme risk to establish the stock index futures market extreme risk early warning system is a very urgent and important task.In this paper, taked the extreme risk of stock index futures market as the research object, First of all, through the analysis of the relevant research on the extreme risk of stock index futures market to research the definition and risk factors of extreme risk, the risk characteristics of stock index futures market and intelligent early warning index futures market extreme risk definition. Then through descriptive study on the return of stock index futures market rate, statistical analysis, stationary test, autocorrelation and partial autocorrelation test and other statistical characteristics to determine the stock index futures market extreme risk warning index of Va R and wavelet neural network prediction model.Finally, by using the intelligent technology to study the extreme risk early warning, the stock index futures market extreme risk intelligence early warning model was established. The wavelet decomposition is used to preprocess the sample data and the neural network is used to study, train and test. And using MATLAB system to achieve the extreme risk of machine automatic warning and pre judgment, improve the efficiency of the treatment of extreme risk information.Empirical analysis results show that the early warning model not only has a high early warning accuracy, but also has a certain predictive ability, it provide the actual reference value to establish the stock index futures market extreme risk management strategy.