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

Research on the Regional Financial Eco-Environments via Multivariate Statistical Analysis

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。

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.