METHOD FOR CALCULATING FINANCIAL MARKET INSTABILITY INDEX AND METHOD FOR ALLOCATING ASSET USING THE SAME

摘要

According to the present invention, a method of calculating a financial market instability index includes: a step A1 of allowing a nonlinear model result calculation part to calculate the financial market instability index (FMII_1) of a linear model by using an error between a predicted value and an actual value for a preset reference interval; a step A2 of allowing the nonlinear model result calculation part to calculate a financial market instability index (FMII_2) of the nonlinear model using the error between the predicted value and the actual value for the preset reference interval; and a step A3 of allowing a final result value calculating part to calculate a final financial market instability index (FMII) after calculating an integrated financial market instability index (iFMII) by combining the financial market instability index (FMII_1) of the linear model with the financial market instability index(FMII_2) of the non-linear model. It is possible to provide an index that can objectively judge a market situation.