一种风险预测方法和装置及计算机可读存储介质

• Format: Patent
• Language: Chinese
• Published: 15.07.2022
• Subjects: CALCULATING; COMPUTING; COUNTING; DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES; PHYSICS; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR

本发明实施例公开了一种风险预测方法和装置，包括：获取至少一个金融主体的事件数据，对获得的每一个事件数据进行清洗得到清洗后的事件数据；获取至少一个金融主体间的关系网络；根据至少一个金融主体的清洗后的事件数据和至少一个金融主体间的关系网络计算时序点过程的强度函数矩阵；根据至少一个金融主体的清洗后的事件数据和强度函数矩阵计算每一个金融主体在每一个时刻发生每一类事件的概率。本发明实施例基于时序点过程理论进行风险预测，而不依赖于专家经验，提高了准确度；并且，不需要专家长时间讨论确定模型，缩短了建模周期；并且，适用于多种不同的应用场景，使得模型得到统一和量化。 The embodiment of the invention discloses a risk prediction method and a device, and the method comprises the steps: obtaining event data of at least one financial subject, and cleaning each piece ofobtained event data to obtain cleaned event data; obtaining a relationship network between at least one financial subject; calculating an intensity function matrix of the time sequence point process according to the cleaned event data of the at least one financial subject and the relationship network between the at least one financial subject; and according to the cleaned event data of the at least one financial subject and the intensity function matrix, calculating the probability that each financial subject generates each type of event at