(1.中南工业大学，长沙 410083;
2.深圳有色金属期货联合交易所，深圳 518031)
摘 要: 针对期货市场风险多变量、非线性、强耦合、高模糊的特点，首次以模糊数学为工具建立了期货市场风险的模糊量化动态监控模型。实证分析结果表明，所建立的模型能全面准确地对期货市场风险进行实时的动态量化监控，为期货交易所、期货经纪公司及国家监管部门提供了一种有效的风险监控工具。
关键字: 期货市场风险 模糊量化动态监控 建模
（1.Central South University of Technology, Changsha 410083
2.Shenzhen Metal Exchange, Shenzhen 518031）
Abstract:In view of multi-variable, nonlinearity, strong coupling and fuzziness of futures market risks, a dynamic fuzzy quantitative supervision model is developed for the first time by means of fuzzy mathematics. The cases tudies showed that the model can be used to supervise all the futures market risks dynamically and quantitatively and is a good means of futures market risk supervison.
Key words: risks in futures market dynamic fuzzy quantitative supervision modelling
