مقاله انگلیسی رایگان در مورد نظارت بر سیستم اطلاعات مدیریت داده ها برای بازار اوراق بهادار – اسپرینگر 2017

Long-term monitoring the key indicators of the securities market could detect market risk structure and risk behaviors in real time and ensure the safe and smooth operation of the securities system. In view of the large number monitoring indicators, high frequency sampling data acquisition in the online monitoring system, it is necessary to use advanced information management tools to efficiently manage and utilize the massive data, as the scale of securities market grows geometrically. Based on the online monitoring of BP neural network, this paper develops a management information system for the monitoring data of the securities market of China to realize the structure analysis and prediction of market performance and market risk structure and carry out automatically early warning and alarm with reference to pre-set threshold parameters, which provides a technical platform for real-time query, analysis statistics, prediction and alarm of market risk structures.

Introduction

Securities market is a component of the wider financial market where securities can be bought and sold between subjects of the economy. By monitoring key indicators’ data reflecting the operating status of the securities market, one can understand the flow direction and configuration of social capital, and find out whether the role of the securities market allocating social funds is valid and reasonable. Monitoring key indicators and setting the early warning mechanism is also a guarantee on sound operation of securities market. China has paid great attention to market monitoring at the same time of making effort to develop various financial markets. The existing monitoring indicators are relatively a few, data acquisition frequency is not high [1, 2], the amount of data that needs to be processed is not large, so the relatively simple data management is applied for monitoring data analysis and census. But as we know, many factors could be influential to securities market volatility, including price, interest rate, exchange rate, investment rate, saving amount, economic situation, listed securities quantity and their price movements, etc. [3–5], also with the scale of securities market growing geometrically, monitoring indicator data management information system is needed by building up database or information file system to accumulate a large amount of information and long-term data, and efficiently use the monitoring data to support the normative institutional operation of the securities system. Many information management systems on the securities company level have been established at home and abroad, The American COSO issued Enterprise Risk Management-Overall Framework in 2004, which expanded the connotation of internal control, and made a more detailed statement on the broader subject of enterprise risk management. In June 2006, the state-owned Assets Supervision and Administration Commission of the State Council drafted and published the Guidance of Central Enterprise Wide Risk Management in China. The commission requested the central enterprises to gradually establish a comprehensive risk management system, and clarified the requirement of risk management information systems in the Guidance of Central Enterprise Wide Risk Management. It is conducive to the risk management of securities market. But we haven’t found a management information system on the securities market level in China on the retrieval of existing literature. Drawing on the experience of existing management information system, based on B/S (browser/server) mode, this paper develops a monitoring data management information system to monitor the key indexes of securities market, complete the real-time massive data analysis, statistics, and realize the prediction and early warning function, which would provide a powerful guarantee for the financial system’s safe operation. The remainder of this paper is structured as follows. Section 2 gives a brief description about system framework. Section 3 discusses data acquisition, transmission, backup and processing. Section 4 describes the system structure and the method of data query. Section 5 develops the data report and alarm function of the management information system. The last section concludes.