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CN119273364A - A threshold management method and system based on financial risk - Google Patents

A threshold management method and system based on financial risk
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CN119273364A
CN119273364ACN202411813961.4ACN202411813961ACN119273364ACN 119273364 ACN119273364 ACN 119273364ACN 202411813961 ACN202411813961 ACN 202411813961ACN 119273364 ACN119273364 ACN 119273364A
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data
fluctuation
threshold
risk
coefficient
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刘成才
杨国利
董春杰
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Qingdao Minlian Technology Development Co ltd
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Qingdao Minlian Technology Development Co ltd
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Abstract

The invention relates to the field of threshold management, and discloses a threshold management method and a threshold management system based on financial risk, which are used for solving the problem that data fluctuation caused by system update can occur when a financial system is updated, and the prior safety threshold is not representative any more, and comprise the following steps: collecting system fluctuation data in real time, evaluating to obtain a data fluctuation coefficient, setting an initial safety threshold value, carrying out first risk judgment, collecting threshold value adjustment requirement influence data if the first risk judgment system state is abnormal, evaluating to obtain a threshold value adjustment requirement index, carrying out safety threshold value adjustment judgment according to the threshold value adjustment requirement index, if the safety threshold value is judged to be required to be adjusted, adjusting the safety threshold value according to the threshold value adjustment requirement index to obtain an actual safety threshold value, carrying out second risk judgment, and if the second risk judgment system state is abnormal, sending a safety early warning, effectively reducing misjudgment caused by data fluctuation due to system update, and improving the accuracy of risk evaluation.

Description

Threshold management method and system based on financial risk
Technical Field
The invention relates to the field of threshold management, in particular to a financial risk-based threshold management method and system.
Background
The stability and security of the financial system are of great importance for the efficient operation of the entire financial industry. Financial systems typically involve complex transaction networks, sensitive customer data, and high value funds flows that are subject to multiple risks in their operation. Thus, financial institutions typically monitor operating conditions and detect faults in real time by setting system monitoring thresholds to ensure system stability and business continuity.
The existing threshold management method generally adopts a fixed static threshold mode, namely, a fixed monitoring index threshold is preset according to the system performance and service requirements, and an alarm is triggered or emergency measures are taken once the condition that the threshold is exceeded is detected.
The method, the device, the equipment and the medium for establishing the threshold model based on the financial risk are disclosed in the CN114092222A patent, and comprise the steps of grouping different financial institutions to determine at least two groups of financial institutions, eliminating heterogeneity data in historical loss data of each group of financial institutions according to an anti-fraud model to form at least two groups of sample loss data, and respectively selecting a threshold value of the threshold model according to each group of sample loss data to establish the threshold model corresponding to each group of financial institutions. The threshold value selection can be performed according to the extremum scale interval of the sample loss data corresponding to each group of financial institutions, so that the threshold value deviation of the threshold value model corresponding to each group of financial institutions can be reduced, the situation that the heterogeneity data is used for establishing the threshold value model when the heterogeneity data is larger than the threshold value can be avoided, the stability of the threshold value model is improved, and the model risk of the threshold value model is reduced.
The financial risk monitoring system and method comprises a data acquisition module, a risk assessment module, an early warning module and a decision support module, wherein the data acquisition module is used for collecting financial market data, financial product information and transaction behavior records from multiple channels in real time, the risk assessment module is used for carrying out deep analysis on the acquired data and calculating risk values, conditional risk values and pressure test indexes, the early warning module is used for triggering an early warning mechanism to send early warning signals to management staff and related stakeholders when any risk index exceeds a preset threshold according to a risk assessment result, and the decision support module is used for carrying out analysis and study on the historical data by utilizing a machine learning algorithm and providing decision suggestions based on data driving for financial decision makers. The system disclosed by the invention is cooperated with a plurality of modules, so that a plurality of aspects of real-time acquisition, risk assessment, early warning, decision support and report generation of financial market data are covered, and financial risks can be comprehensively monitored and managed.
However, in the process of implementing the technical scheme of the embodiment of the application, the application discovers that the above technology has at least the following technical problems:
In the prior art, along with the continuous expansion of the scale of a financial system and the improvement of the technical complexity, the system needs to be updated in time to ensure that the use requirement is met, when the system is updated, data fluctuation usually occurs, and if the existing threshold management method is used, the data is misjudged as a fault in normal fluctuation, so that the business progress is influenced.
Disclosure of Invention
In order to overcome the above drawbacks of the prior art, the present invention provides a threshold management method and system based on financial risk, so as to solve the above problems in the prior art.
In order to achieve the above purpose, the present invention provides the following technical solutions:
A threshold management method based on financial risk comprises the following steps of 1, collecting system fluctuation data in real time, wherein the fluctuation data comprise resource utilization rate, performance indexes and transaction data, and obtaining a data fluctuation coefficient according to fluctuation data assessment, 2, setting an initial safety threshold, carrying out first risk judgment according to the data fluctuation coefficient and the initial safety threshold, 3, continuing business processing and carrying out fluctuation data monitoring in real time if the first risk judgment system is normal, collecting threshold adjustment requirement influence data if the first risk judgment system is abnormal, assessing threshold adjustment requirement influence data to obtain a threshold adjustment requirement index, and carrying out judgment according to the threshold adjustment requirement index, 5, carrying out actual safety threshold after the current system is abnormal if the safety threshold is not required to be regulated, 6, carrying out second risk judgment according to the data fluctuation index and the actual safety threshold if the first risk judgment system is abnormal, carrying out early warning if the second risk judgment system is abnormal, and carrying out second risk judgment if the second risk judgment system is abnormal, and carrying out early warning on the business processing if the second risk judgment system is abnormal, and carrying out early warning on the second risk judgment system is abnormal.
Preferably, the step of obtaining the data fluctuation coefficient according to the fluctuation data evaluation includes the steps of collecting the resource utilization rate in a detection window in real time, wherein the resource utilization rate comprises the CPU utilization rate, the memory utilization rate and the network bandwidth utilization rate, respectively calculating the mean value and standard deviation of the CPU utilization rate, the memory utilization rate and the network bandwidth utilization rate in the detection window according to the resource utilization rate data of each sampling point, and calculating to obtain the resource utilization fluctuation degree, collecting the performance index of a system in the detection window in real time, wherein the performance index comprises the response time, the throughput and the error rate, obtaining the performance fluctuation degree according to the performance index evaluation, collecting the real-time transaction success number in the detection window, obtaining the historical transaction success number in the detection window, obtaining the transaction fluctuation degree according to the real-time transaction success number and the historical transaction success number, and obtaining the data fluctuation coefficient according to the resource utilization fluctuation degree, the performance fluctuation degree and the transaction fluctuation degree, and the specific obtaining mode is as follows: In the formula (I), in the formula (II),Represented as a coefficient of fluctuation of the data,Expressed as the degree of fluctuation in the utilization of the resource,Expressed as the degree of fluctuation in the performance,Expressed as the degree of fluctuation of the transaction.
Preferably, the performance fluctuation degree obtaining step includes screening out the maximum value and the minimum value of response time in a detection window, calculating average response time in the detection window, obtaining response time fluctuation according to the maximum value, the minimum value and the average response time of the response time, calculating the standard deviation and the average value of throughput in the detection window, obtaining throughput fluctuation according to the standard deviation and the average value of throughput, obtaining error rate in the current detection window and error rate in the last detection window, calculating error rate fluctuation, and obtaining performance fluctuation degree according to response time fluctuation, throughput fluctuation and error rate fluctuation assessment.
Preferably, the first risk judging step is performed according to the data fluctuation coefficient and the initial safety threshold, wherein the data fluctuation coefficient is compared with the initial safety threshold, if the data fluctuation coefficient is smaller than the initial safety threshold, the current data fluctuation is judged to be small, the system state is judged to be normal, and if the data fluctuation coefficient is larger than or equal to the initial safety threshold, the current data fluctuation is judged to be large, and the system state is judged to be abnormal.
The threshold adjustment demand index obtaining step includes dividing data in a system into sensitive data and insensitive data by using a random forest method, counting total data quantity and sensitive data quantity in the system, calculating to obtain a data sensitivity coefficient, obtaining other system quantity directly depended on the current system, recording as a dependent system quantity, obtaining the jump times from the current system to the deepest system, namely the maximum level of a dependent chain, recording as a dependent relation depth, obtaining the total number of interfaces of the current system and the dependent system, recording as an interactive interface quantity, and evaluating to obtain system dependent complexity according to the dependent system quantity, the dependent relation depth and the interactive interface quantity, wherein the specific obtaining mode is as follows: In the formula (I), in the formula (II),Represented as a system-dependent complexity,Represented as being dependent on the number of systems,Represented as a depth of the dependency relationship,The method comprises the steps of obtaining the migration quantity and the migration data total quantity of a database, evaluating and obtaining a risk coefficient according to the migration quantity and the migration data total quantity of the database and the system dependence complexity, carrying out normalization processing on a data fluctuation coefficient, a data sensitivity coefficient and the risk coefficient, and obtaining a threshold adjustment requirement index according to the normalized data fluctuation coefficient, the normalized data sensitivity coefficient and the normalized risk coefficient, wherein the specific obtaining mode is as follows: In the formula (I), in the formula (II),Represented as a threshold adjustment demand index,Represented as a coefficient of fluctuation of the data,Represented as a coefficient of sensitivity of the data,Expressed as a risk factor of the person,Expressed as a weight coefficient for a data fluctuation coefficient, a data sensitivity coefficient, and a risk coefficient.
The method comprises the steps of collecting historical data samples of a system, extracting characteristics of each sample, marking the samples as sensitive data or insensitive data manually, taking the marked samples as a data set, carrying out numerical treatment on the characteristics of the samples, using independent heat codes for classifying the characteristics, converting the classified characteristics into numerical vectors, carrying out normalization treatment on the numerical characteristics, constructing a random forest classifier to obtain a plurality of decision trees, dividing the marked data set into a training set and a test set, training the random forest model by using the training set, evaluating the performance of the model by using the test set after training, deploying the trained random forest model into an actual environment, and classifying new data samples in real time.
Preferably, the step of determining the safety threshold adjustment according to the threshold adjustment requirement index includes comparing the threshold adjustment requirement index with an adjustment threshold, if the threshold adjustment requirement index is smaller than the adjustment threshold, determining that the current safety threshold does not need to be adjusted, and if the threshold adjustment requirement index is greater than or equal to the adjustment threshold, determining that the current safety threshold needs to be adjusted.
Preferably, the step of adjusting the safety threshold according to the threshold adjustment demand index to obtain the actual safety threshold comprises the steps of calculating the ratio of the threshold adjustment demand index to the adjustment threshold to obtain an adjustment factor, and calculating the actual safety threshold according to the adjustment factor and the initial safety threshold.
Preferably, the step of performing the second risk judgment according to the data fluctuation index and the actual safety threshold includes comparing the data fluctuation index with the actual safety threshold, judging that the current data fluctuation is within a safety range if the data fluctuation index is smaller than the actual safety threshold, and judging that the current data fluctuation is large, exceeding the safety range and the system state is abnormal if the data fluctuation index is larger than the initial safety threshold.
The system comprises a fluctuation data analysis module, a first risk judgment module, a threshold adjustment demand module, an early warning module and a maintenance system, wherein the fluctuation data analysis module is used for acquiring system fluctuation data in real time, analyzing the fluctuation data to obtain a data fluctuation coefficient, transmitting the data fluctuation coefficient to the first risk judgment module, the first risk judgment module is used for setting an initial safety threshold, carrying out first risk judgment according to the initial safety threshold and the data fluctuation coefficient, transmitting a judgment result to the fluctuation data acquisition module or the threshold adjustment demand module, the threshold adjustment demand module is used for acquiring threshold adjustment demand influence data, analyzing the threshold adjustment demand influence data to obtain a threshold adjustment demand index, transmitting the threshold adjustment demand index to the early warning module or the threshold adjustment module, the threshold adjustment module is used for carrying out safety threshold adjustment according to the threshold adjustment demand index to obtain an actual safety threshold, transmitting the actual safety threshold to the second risk judgment module, carrying out second risk judgment according to the actual safety threshold and the data fluctuation coefficient, transmitting the judgment result to the fluctuation data acquisition module or the early warning module, and the early warning module is used for warning the situation of large fluctuation of data in time and reminding relevant staff to maintain the system.
One or more technical solutions provided in the embodiments of the present application at least have the following technical effects or advantages:
1. an initial safety threshold is set, first risk judgment is carried out according to the data fluctuation coefficient and the initial safety threshold, an explicit reference is provided, and potential abnormal conditions are rapidly identified. The initial safety threshold reflects the expected range of the system under normal conditions, and the data fluctuation coefficient synthesizes the dynamic change of the current state of the system. By comparing the risk signal with the false alarm signal, the risk signal can be found in time at the initial stage of system operation, the possibility of misjudgment or missed judgment is reduced, meanwhile, a reference basis is provided for subsequent dynamic adjustment, and the efficiency and accuracy of risk assessment are ensured.
2. If the first risk judges that the system state is abnormal, threshold adjustment requirement influence data are collected, the threshold adjustment requirement influence data comprise fluctuation data, data sensitivity and financial risk in the system, the threshold adjustment requirement data are evaluated to obtain a threshold adjustment requirement index, and the method can provide accurate adjustment basis for abnormal conditions. The adjustment requirement of the current environment on the safety threshold can be dynamically determined by comprehensively analyzing the fluctuation, the data sensitivity and the financial risk of the system, and the misjudgment risk caused by excessive adjustment or insufficient adjustment is avoided. The method not only improves the flexibility of threshold setting, but also enhances the adaptability of the system to dynamically changing environments, and simultaneously ensures the safety of sensitive data and financial services.
3. If the safety threshold is judged to be required to be adjusted, the safety threshold is adjusted according to the threshold adjustment requirement index to obtain an actual safety threshold, and an optimal point can be found between the sensitivity of the balance system and the false alarm rate by adjusting the safety threshold, so that normal operation is prevented from being misjudged to be abnormal due to too wide threshold, and real risk of missed judgment due to too wide threshold is prevented. The dynamic adjustment mechanism improves the flexibility and the robustness of the system operation, and particularly can more effectively ensure the safety and the stability of the system when facing complex financial business scenes and sensitive data protection requirements.
4. And the second risk judgment is carried out according to the data fluctuation index and the actual safety threshold value, so that more accurate risk assessment can be provided based on the latest system state and environmental conditions. After the threshold value is adjusted, the actual safety threshold value is more fit with the current dynamic demand, and is combined with the data fluctuation index, so that misjudgment or missed judgment caused by the unfit initial threshold value can be obviously reduced, and the accuracy of risk judgment is improved. The process ensures that the system can be flexibly adjusted in a real-time changing environment, enhances the sensitivity to potential anomalies, and is beneficial to timely finding and coping with actual risks.
Drawings
Fig. 1 is a flowchart of a threshold management method based on financial risk according to an embodiment of the present application.
Fig. 2 is a block diagram of a threshold management system based on financial risk according to an embodiment of the present application.
FIG. 3 is a diagram showing the variation of the performance index according to the embodiment of the present application.
Detailed Description
The embodiments of the present invention will be clearly and completely described below with reference to the drawings in the present invention, and the configurations of the structures described in the following embodiments are merely examples, and the threshold management method and system based on financial risk according to the present invention are not limited to the structures described in the following embodiments, and all other embodiments obtained by a person skilled in the art without making any creative effort are within the scope of protection of the present invention.
The invention provides a threshold management method based on financial risk, as shown in fig. 1, comprising the following steps:
Step 1, collecting system fluctuation data in real time, wherein the fluctuation data comprise resource utilization rate, performance indexes, transaction data and the like, and evaluating according to the fluctuation data to obtain a data fluctuation coefficient;
In this embodiment, it should be specifically described that the step of obtaining the data fluctuation coefficient according to the fluctuation data evaluation is:
The method comprises the steps of collecting the resource utilization rate in a detection window in real time, wherein the resource utilization rate comprises a CPU utilization rate, a memory utilization rate and a network bandwidth utilization rate, respectively calculating the average value and the standard deviation of the CPU utilization rate, the memory utilization rate and the network bandwidth utilization rate in the detection window according to the resource utilization rate data of each sampling point, and calculating to obtain the resource utilization fluctuation degree, wherein the specific acquisition mode is as follows:
;
in the formula,Expressed as the degree of fluctuation in the utilization of the resource,Expressed as the standard deviation of CPU utilization within a detection window,Represented as the average of CPU utilization within a detection window,Expressed as standard deviation of memory usage within a detection window,Represented as the average of memory usage within a detection window,Expressed as the standard deviation of the network bandwidth usage within a detection window,Represented as the average of network bandwidth usage within a detection window;
Acquiring performance indexes of a system in a detection window in real time, wherein the performance indexes comprise response time, throughput and error rate, the performance fluctuation degree is obtained according to performance index evaluation, the response time is the time interval from the start of receiving a request to the completion of returning a result, the throughput is the number of requests successfully processed by the system in unit time, the error rate is the ratio of the number of failed requests in unit time to the total number of requests, for example, the system has 5 sampling points in one detection window, and the performance indexes are recorded, as shown in table 1;
TABLE 1 Performance index
As shown in table 1, in one particular embodiment, the numerical variation of the performance index is demonstrated by different dimensions. By analyzing the fluctuations of these indices, abnormal components that do not coincide with the normal performance mode, such as response delays or error rate changes of the abnormality, can be identified. The fluctuation degrees can also be used for evaluating the stability and reliability of the system under different load conditions, and in a real-time monitoring scheme of a financial transaction system, the fluctuation of the indexes can be analyzed to effectively capture the performance abnormality caused by the system pressure or potential faults, so that the system operation parameters are optimized in time, and the stability and the continuity of the system are ensured.
The method comprises the steps of collecting the successful quantity of real-time transaction in a detection window, obtaining the successful quantity of historical transaction in the last detection window, and obtaining the fluctuation degree of the transaction according to the successful quantity of the real-time transaction and the successful quantity of the historical transaction, wherein the specific obtaining mode is as follows:
;
in the formula,Expressed as the degree of fluctuation of the transaction,Expressed as the number of successful transactions in real time,Expressed as a historical transaction success number;
obtaining a data fluctuation coefficient according to the fluctuation degree of resource utilization, the fluctuation degree of performance and the fluctuation degree of transaction, wherein the specific acquisition mode is as follows:
;
in the formula,Represented as a coefficient of fluctuation of the data,Expressed as the degree of fluctuation in the utilization of the resource,Expressed as the degree of fluctuation in the performance,Expressed as the degree of fluctuation of the transaction.
In this embodiment, it should be specifically described that the performance fluctuation degree obtaining step includes:
screening out the maximum value and the minimum value of the response time in a detection window, calculating the average response time in the detection window, and obtaining response time fluctuation according to the maximum value, the minimum value and the average response time of the response time, wherein the specific acquisition mode is as follows:
;
in the formula,Represented as a fluctuation in the response time,Represented as the maximum value of the response time,Expressed as the minimum value of the response time,Expressed as average response time, the relative fluctuation range of the response time is measured by dividing the range by the average value;
calculating the standard deviation of throughput and the average value of throughput in a detection window, and obtaining throughput fluctuation according to the standard deviation of throughput and the average value of throughput, wherein the specific acquisition mode is as follows:
;
in the formula,Represented as a fluctuation in the throughput rate,Expressed as the standard deviation of the throughput,The method is expressed as an average value of throughput, the relative intensity of throughput fluctuation is measured by dividing the standard deviation by the average value, and the method is more suitable for a dynamic flow fluctuation scene;
the error rate in the current detection window and the error rate in the last detection window are obtained, and error rate fluctuation is obtained through calculation, wherein the specific obtaining mode is as follows:
;
in the formula,Represented as a fluctuation in the error rate,Represented as the error rate within the current detection window,Represented as the error rate within the last detection window;
And evaluating the performance fluctuation degree according to response time fluctuation, throughput fluctuation and error rate fluctuation, wherein the specific acquisition mode is as follows:
;
in the formula,Expressed as the degree of fluctuation in the performance,Expressed as response time fluctuations, taking the logarithm of the response time fluctuations, limiting the effect of extreme values on the result, avoiding overstattering extreme conditions,Represented as a fluctuation in the throughput rate,Expressed as error rate fluctuations, the use of square root smoothes the error rate fluctuation range, reducing the effects of small fluctuations.
Step 2, setting an initial safety threshold value, and carrying out first risk judgment according to the data fluctuation coefficient and the initial safety threshold value;
in this embodiment, it should be specifically described that the first risk determination step is performed according to the data fluctuation coefficient and the initial safety threshold value:
And comparing the data fluctuation coefficient with an initial safety threshold, if the data fluctuation coefficient is smaller than the initial safety threshold, judging that the current data fluctuation is smaller and the system state is normal, and if the data fluctuation coefficient is larger than or equal to the initial safety threshold, judging that the current data fluctuation is larger and the system state is abnormal.
If the first risk judging system state is abnormal, collecting threshold adjustment requirement influence data, wherein the threshold adjustment requirement influence data comprises fluctuation data, data sensitivity and financial risk in the system, and evaluating the threshold adjustment requirement data to obtain a threshold adjustment requirement index;
In this embodiment, it should be specifically described that the threshold adjustment requirement index obtaining step includes:
dividing data in the system into sensitive data and insensitive data by using a random forest method, counting the total data quantity and the sensitive data quantity in the system, and calculating to obtain a data sensitivity coefficient, wherein the specific acquisition mode is as follows:
;
in the formula,Represented as a coefficient of sensitivity of the data,In order to be sensitive to the amount of data,Is the total data quantity;
The number of other systems directly depending on the current system is obtained and is recorded as the number of dependent systems, and the number of the dependent systems represents the total number of the other systems directly depending on the current system, which reflects the coupling degree of the system and the external environment. The number of the dependent systems is larger, the number of external systems which are required to be coordinated in the running process of the system is larger, potential fault points and complexity are increased, the number of hops from the current system to the deepest system, namely the maximum level of the dependent chain, is obtained and is recorded as the depth of the dependent relationship, and the depth of the dependent relationship represents the number of hops from the current system to the deepest system in the dependent chain and reflects the dependent level structure of the system. The greater the dependency depth, the longer the dependency path of the system, and the higher the likelihood of data flow or function call failure propagation during delivery. In addition, the deep dependency chain can cause the problems of difficult quick positioning and repairing, the difficulty of system maintenance and updating is increased, the total number of interfaces of the current system and the dependent system is obtained and is recorded as the number of interactive interfaces, and the number of the interactive interfaces represents the total number of all interfaces existing between the current system and the dependent system, so that the method is a direct embodiment of the complexity of inter-system communication and cooperation. The greater the number of interfaces, the more complex the communication, data exchange and protocol compatibility issues the system needs to handle, potentially adding to errors or performance bottlenecks. In addition, when updating or maintaining a system with a large number of interfaces, more interfaces can be required to be coordinated, so that the complexity is further increased;
And evaluating the dependence complexity of the system according to the number of the dependence systems, the dependence relation depth and the number of the interaction interfaces, wherein the specific acquisition mode is as follows:
;
in the formula,Represented as a system-dependent complexity,Represented as being dependent on the number of systems,Represented as a depth of the dependency relationship,The number of the interaction interfaces is expressed, and the specific explanation is that the number of the dependence system, the dependence relation depth and the number of the interaction interfaces are normalized so as to eliminate the influence of different parameter magnitudes;
the method for obtaining the risk coefficient by evaluating the migration quantity and the migration data total quantity of the database according to the migration quantity and the migration data total quantity of the database and the system dependence complexity comprises the following steps:
;
in the formula,Expressed as a risk factor of the person,Represented as the number of database migration steps,Represented as the total amount of migrated data,The system dependence complexity is expressed, and the specific explanation is that the database migration quantity, the migration data total quantity and the system dependence complexity are normalized to eliminate the influence of different parameter magnitudes;
Carrying out normalization processing on the data fluctuation coefficient, the data sensitivity coefficient and the risk coefficient, and obtaining a threshold adjustment demand index according to the normalized data fluctuation coefficient, the normalized data sensitivity coefficient and the normalized risk coefficient, wherein the specific acquisition mode is as follows:
;
in the formula,Represented as a threshold adjustment demand index,Expressed as a data fluctuation coefficient, during a system update, when a significant increase in the system operation data fluctuation amplitude is detected, a corresponding widening of the safety threshold range is required to accommodate the system dynamics and reduce false positives. This relationship reflects that short term performance fluctuations that may occur during system updates are normal phenomena within expectations, while strict thresholds may lead to excessive false positives, increasing the burden on the operation and maintenance team. By relaxing the threshold, invalid alarms triggered by normal fluctuation can be avoided, and the monitoring system is ensured to concentrate resources on identifying real abnormality or fault, so that the operation efficiency is improved, and a larger fault-tolerant space is provided for smooth transition of the system. Such adjustments are particularly useful in a system low sensitivity data processing or controlled risk environment, can effectively reduce unnecessary interventions and interruptions,Expressed as a data sensitivity coefficient, the higher the data sensitivity involved in the system, the tighter the safety threshold range is needed to enhance the ability to detect potential anomalies and the protection of sensitive data. Data sensitivity reflects the importance and potential risk level of data, which can have serious consequences once revealed, tampered with or lost. Therefore, when processing high sensitivity data, even if normal fluctuation occurs in the running process of the system, the safety threshold needs to be controlled more strictly, the tolerance range is reduced, the quick capture and response of any abnormal behavior which may threaten the data safety are ensured,Expressed as a risk factor, a stricter safety threshold is required to enhance the monitoring of potential risks and the detection of abnormal events as the risk factor is higher in the system. The risk factors reflect the potential impact that system operation may have on business and markets. Under the scene of higher risk, the sensitivity of monitoring can be improved by properly tightening the safety threshold range, the possibility of misjudgment or missed judgment is reduced, and the hidden danger affecting the service safety can be rapidly identified and responded. In particular when dealing with core business processes (e.g., payment, transaction, clearing) or high risk market operations, strict threshold management helps to reduce risk spread probabilities, and provides decision makers with more accurate risk early warning information,A weight coefficient expressed as a data fluctuation coefficient, a data sensitivity coefficient, and a risk coefficient, and,The specific values are dependent on the actual situation, and are determined by the expert, for example,May be 0.1, 0.4, 0.5.
In this embodiment, it should be specifically described that the step of dividing the data in the system into sensitive data and insensitive data by using the random forest method includes:
A historical data sample of the system is collected, the sample containing a plurality of records, each of which may be in the form of a field, file, record or the like. For each sample, features are extracted, including field type (numeric, text, etc.), field length (e.g., string length), whether it is in a particular format (e.g., identification card or credit card format), storage location (local or cloud), and access rights level (e.g., administrator rights or public rights), etc. Then, manually marking the samples as sensitive data or non-sensitive data, wherein the sensitive data (marked as 1) comprises privacy or financial information such as an identity card number, transaction amount, account balance and the like, the non-sensitive data (marked as 0) comprises information which does not comprise privacy such as logs, cache data and the like, and the marked samples are used as a data set;
In order to adapt the data to the random forest model, the sample features are numerically processed. The method comprises the steps of converting the classified features (such as field types and storage positions) into numerical vectors by using single-hot coding, normalizing the numerical features (such as field lengths), scaling the values to the range of [0, 1], and eliminating magnitude differences. This process ensures that the model is able to understand the contribution of each feature correctly while reducing the impact of high-magnitude features on model decisions;
The digitizing process is a process of converting the original features of the sample into a numerical form acceptable for the random forest model. For classified features (such as field types and storage positions), the classified features are often converted into binary vectors by single-hot coding to avoid misleading models of the size sequence of classified information, for numerical features (such as field lengths), normalization processing is usually carried out to scale values into the range of [0, 1] so as to eliminate differences of different feature orders, and for Boolean features (such as whether the specific format is met or not), the values are directly represented by 0 and 1. This process ensures that the model can correctly process all features, improving classification accuracy and efficiency.
And constructing a random forest classifier to obtain a plurality of decision trees, and realizing classification based on integration of the plurality of decision trees. Random forests determine the final classification by voting on the results of each tree. Each decision tree is constructed through feature random selection and sample random sampling, and optimal features are selected according to the principle of information gain maximization during splitting;
The labeled dataset is divided into a training set and a test set (e.g., 80% training set and 20% test set). And training a random forest model by using a training set, so that the model learns classification rules of sensitive data and non-sensitive data. After training, the performance of the model is evaluated by using a test set, and indexes such as accuracy, precision, recall rate, F1 score and the like are calculated. The accuracy reflects the overall classification capability, the accuracy and the recall rate respectively measure the accuracy and the coverage rate of the model on the classification of sensitive data, and the F1 score comprehensively evaluates the performance of the model;
And deploying the trained random forest model into an actual environment, and classifying the new data sample in real time. And extracting the characteristics of each new data sample, inputting the characteristics into a model, and outputting data as sensitive data or non-sensitive data through the model. In practical application, the sensitive data can be marked, encrypted or limited with access rights according to the classification result, so that the data security of the system is improved, and meanwhile, a more flexible processing strategy is adopted for the non-sensitive data, so that the use of system resources is optimized.
Step 4, judging safety threshold adjustment according to the threshold adjustment requirement index;
In this embodiment, it should be specifically described that the step of determining the safety threshold adjustment according to the threshold adjustment requirement index is:
And comparing the threshold value adjustment demand index with an adjustment threshold value, if the threshold value adjustment demand index is smaller than the adjustment threshold value, judging that the current safety threshold value does not need to be adjusted, and if the threshold value adjustment demand index is larger than or equal to the adjustment threshold value, judging that the current safety threshold value needs to be adjusted.
Step 5, if the safety threshold is judged to be required to be adjusted, the current system state is abnormal, and safety early warning is sent out;
In this embodiment, it needs to be specifically described that the step of adjusting the safety threshold according to the threshold adjustment requirement index to obtain the actual safety threshold is:
the threshold value adjustment demand index and the adjustment threshold value are subjected to ratio calculation to obtain an adjustment factor, and the specific acquisition mode is as follows:
;
in the formula,Represented as an adjustment factor(s),Represented as a threshold adjustment demand index,Represented as an adjustment threshold;
The actual safety threshold is obtained by calculation according to the adjustment factors and the initial safety threshold, and the specific acquisition mode is as follows:
;
in the formula,Represented as an actual safety threshold value,Represented as an initial safety threshold value,Expressed as a regulatory factor.
And 6, carrying out second risk judgment according to the data fluctuation index and the actual safety threshold, if the second risk judgment system is normal, continuing to carry out service processing and carrying out fluctuation data monitoring in real time, and if the second risk judgment system is abnormal, sending out safety early warning.
In this embodiment, it should be specifically described that the second risk determination step is performed according to the data fluctuation index and the actual safety threshold, where the second risk determination step is:
And comparing the data fluctuation index with an actual safety threshold, if the data fluctuation index is smaller than the actual safety threshold, judging that the current data fluctuation is in a safety range and the system state is normal, and if the data fluctuation index is larger than the initial safety threshold, judging that the current data fluctuation is larger and exceeds the safety range and the system state is abnormal.
In this embodiment, it should be specifically described that, as shown in fig. 2, a threshold management system based on financial risk includes:
The fluctuation data analysis module is used for acquiring system fluctuation data in real time, analyzing the fluctuation data to obtain a data fluctuation coefficient, and transmitting the data fluctuation coefficient to the first risk judgment module;
The first risk judging module is used for setting an initial safety threshold, carrying out first risk judgment according to the initial safety threshold and the data fluctuation coefficient, and transmitting a judgment result to the fluctuation data acquisition module or the threshold adjustment demand module;
The threshold adjustment demand module is used for collecting threshold adjustment demand influence data, analyzing the threshold adjustment demand influence data to obtain a threshold adjustment demand index, and transmitting the threshold adjustment demand index to the early warning module or the threshold adjustment module;
the threshold adjustment module is used for adjusting the safety threshold according to the threshold adjustment requirement index to obtain an actual safety threshold and transmitting the actual safety threshold to the second risk judgment module;
the second risk judging module is used for carrying out second risk judgment according to the actual safety threshold and the data fluctuation coefficient and transmitting a judgment result to the fluctuation data acquisition module or the early warning module;
And the early warning module is used for early warning the condition of large data fluctuation and reminding related staff to timely carry out system maintenance.
Finally, the foregoing description of the preferred embodiment of the invention is provided for the purpose of illustration only, and is not intended to limit the invention to the particular form disclosed, but on the contrary, the intention is to cover all modifications, equivalents, and alternatives falling within the spirit and scope of the invention.
The foregoing is merely illustrative of the present application, and the present application is not limited thereto, and any person skilled in the art will be able to easily think about variations or substitutions within the scope of the present application. Therefore, the protection scope of the present application shall be subject to the protection scope of the claims.

Claims (10)

Translated fromChinese
1.一种基于金融风险的阈值管理方法,其特征在于,包括以下步骤:1. A threshold management method based on financial risk, characterized by comprising the following steps:步骤1:实时采集系统波动数据,波动数据包括资源利用率、性能指标以及交易数据,并根据波动数据评估得到数据波动系数;Step 1: Collect system fluctuation data in real time. The fluctuation data includes resource utilization, performance indicators, and transaction data. The data fluctuation coefficient is obtained based on the fluctuation data evaluation.步骤2:设置初始安全阈值,根据数据波动系数与初始安全阈值进行第一次风险判断;Step 2: Set the initial safety threshold and make the first risk judgment based on the data fluctuation coefficient and the initial safety threshold;步骤3:若第一次风险判断系统状态正常,则继续进行业务处理,并实时进行波动数据监控;若第一次风险判断系统状态异常,则采集阈值调整需求影响数据,阈值调整需求影响数据包括系统中的波动数据、数据敏感性以及金融风险,对阈值调整需求数据进行评估,得到阈值调整需求指数;Step 3: If the first risk judgment system status is normal, continue to process the business and monitor the fluctuation data in real time; if the first risk judgment system status is abnormal, collect the threshold adjustment demand impact data, which includes the fluctuation data, data sensitivity and financial risks in the system, evaluate the threshold adjustment demand data, and obtain the threshold adjustment demand index;步骤4:根据阈值调整需求指数进行安全阈值调整的判断;Step 4: Determine the safety threshold adjustment based on the threshold adjustment demand index;步骤5:若判断安全阈值不需要进行调整,则当前系统状态异常,并发出安全预警;若判断安全阈值需要调整,则根据阈值调整需求指数对安全阈值进行调整,得到实际安全阈值;Step 5: If it is determined that the safety threshold does not need to be adjusted, the current system state is abnormal and a safety warning is issued; if it is determined that the safety threshold needs to be adjusted, the safety threshold is adjusted according to the threshold adjustment demand index to obtain the actual safety threshold;步骤6:根据数据波动指数与实际安全阈值进行第二次风险判断,若第二次风险判断系统状态正常,则继续进行业务处理,并实时进行波动数据监控;若第二次风险判断系统状态异常,则发出安全预警。Step 6: Perform a second risk assessment based on the data fluctuation index and the actual safety threshold. If the system status is normal, continue business processing and monitor fluctuation data in real time. If the system status is abnormal, issue a safety warning.2.根据权利要求1所述的一种基于金融风险的阈值管理方法,其特征在于:所述根据波动数据评估得到数据波动系数步骤为:2. A threshold management method based on financial risk according to claim 1, characterized in that: the step of obtaining the data fluctuation coefficient according to the fluctuation data evaluation is:实时采集一个检测窗口内资源利用率,资源利用率包括CPU利用率、内存使用率以及网络带宽使用率,根据每个采样点的资源利用率数据,分别计算一个检测窗口内CPU利用率、内存使用率以及网络带宽使用率的均值与标准差,并计算得到资源利用波动程度;Real-time collection of resource utilization within a detection window, including CPU utilization, memory utilization, and network bandwidth utilization. Based on the resource utilization data of each sampling point, the mean and standard deviation of CPU utilization, memory utilization, and network bandwidth utilization within a detection window are calculated, and the degree of resource utilization fluctuation is calculated.实时采集一个检测窗口内系统的性能指标,性能指标包括响应时间、吞吐量以及错误率,根据性能指标评估得到性能波动程度;Real-time collection of system performance indicators within a detection window, including response time, throughput, and error rate, and the degree of performance fluctuation is obtained based on performance indicator evaluation;采集一个检测窗口内实时交易成功数量,获取上一个检测窗口内的历史交易成功数量,根据实时交易成功数量与历史交易成功数量得到交易波动程度;Collect the number of successful real-time transactions in a detection window, obtain the number of successful historical transactions in the previous detection window, and obtain the degree of transaction volatility based on the number of successful real-time transactions and the number of successful historical transactions;根据资源利用波动程度、性能波动程度以及交易波动程度得到数据波动系数,具体获取方式如下:The data fluctuation coefficient is obtained based on the resource utilization fluctuation degree, performance fluctuation degree and transaction fluctuation degree. The specific method of obtaining it is as follows: ;式中,表示为数据波动系数,表示为资源利用波动程度,表示为性能波动程度,表示为交易波动程度。In the formula, Expressed as the data fluctuation coefficient, Expressed as the degree of resource utilization fluctuation, Expressed as the degree of performance fluctuation, Expressed as the degree of trading volatility.3.根据权利要求2所述的一种基于金融风险的阈值管理方法,其特征在于,所述性能波动程度获取步骤为:3. A threshold management method based on financial risk according to claim 2, characterized in that the step of obtaining the performance fluctuation degree is:筛选出一个检测窗口内响应时间的最大值与响应时间的最小值,计算出一个检测窗口内的平均响应时间,根据响应时间的最大值、响应时间的最小值以及平均响应时间得到响应时间波动;The maximum value and the minimum value of the response time in a detection window are screened out, and the average response time in a detection window is calculated. The response time fluctuation is obtained according to the maximum value, the minimum value and the average response time of the response time.计算出一个检测窗口内吞吐量的标准差与吞吐量的平均值,根据吞吐量的标准差与吞吐量的平均值得到吞吐量波动;Calculate the standard deviation of the throughput and the average value of the throughput within a detection window, and obtain the throughput fluctuation based on the standard deviation of the throughput and the average value of the throughput;获取当前一个检测窗口内的错误率与上一个检测窗口内的错误率,计算得到错误率波动;Obtain the error rate in the current detection window and the error rate in the previous detection window, and calculate the error rate fluctuation;根据响应时间波动、吞吐量波动以及错误率波动评估得到性能波动程度。The degree of performance fluctuation is evaluated based on response time fluctuation, throughput fluctuation, and error rate fluctuation.4.根据权利要求1所述的一种基于金融风险的阈值管理方法,其特征在于,所述根据数据波动系数与初始安全阈值进行第一次风险判断步骤为:4. A threshold management method based on financial risk according to claim 1, characterized in that the first risk judgment step based on the data volatility coefficient and the initial safety threshold is:将数据波动系数与初始安全阈值进行对比,若数据波动系数小于初始安全阈值,则判定当前数据波动小,系统状态正常;若数据波动系数大于等于初始安全阈值,则判定当前数据波动大,系统状态异常。The data fluctuation coefficient is compared with the initial safety threshold. If the data fluctuation coefficient is less than the initial safety threshold, it is determined that the current data fluctuation is small and the system status is normal; if the data fluctuation coefficient is greater than or equal to the initial safety threshold, it is determined that the current data fluctuation is large and the system status is abnormal.5.根据权利要求1所述的一种基于金融风险的阈值管理方法,其特征在于:所述阈值调整需求指数获取步骤为:5. A threshold management method based on financial risk according to claim 1, characterized in that: the threshold adjustment demand index acquisition step is:使用随机森林法将系统中数据分为敏感数据与不敏感数据,统计系统中总数据数量与敏感数据数量,计算得到数据敏感系数;Use the random forest method to divide the data in the system into sensitive data and non-sensitive data, count the total amount of data and the amount of sensitive data in the system, and calculate the data sensitivity coefficient;获取与当前系统直接依赖的其他系统数量,记为依赖系统数量;获取从当前系统到最深层系统的跳跃次数,即依赖链的最大层级,记为依赖关系深度;获取当前系统与依赖系统的接口总数量,记为交互接口数量;Get the number of other systems that the current system directly depends on, recorded as the number of dependent systems; get the number of jumps from the current system to the deepest system, that is, the maximum level of the dependency chain, recorded as the dependency depth; get the total number of interfaces between the current system and the dependent systems, recorded as the number of interactive interfaces;根据依赖系统数量、依赖关系深度以及交互接口数量评估得到系统依赖复杂度,具体获取方式如下:The system dependency complexity is evaluated based on the number of dependent systems, the depth of dependency relationships, and the number of interactive interfaces. The specific method of obtaining it is as follows: ;式中,表示为系统依赖复杂度,表示为依赖系统数量,表示为依赖关系深度,表示为交互接口数量;In the formula, Expressed as system dependency complexity, Expressed as the number of dependent systems, Expressed as dependency depth, It is expressed as the number of interactive interfaces;获取数据库迁移数量、迁移数据总量,根据数据库迁移数量、迁移数据总量以及系统依赖复杂度评估得到风险系数;Obtain the number of database migrations and the total amount of migrated data, and evaluate the risk factor based on the number of database migrations, the total amount of migrated data, and the complexity of system dependencies;对数据波动系数、数据敏感系数以及风险系数进行归一化处理,根据归一化处理后的数据波动系数、数据敏感系数以及风险系数得到阈值调整需求指数,具体获取方式如下:The data fluctuation coefficient, data sensitivity coefficient and risk coefficient are normalized, and the threshold adjustment demand index is obtained according to the normalized data fluctuation coefficient, data sensitivity coefficient and risk coefficient. The specific acquisition method is as follows: ;式中,表示为阈值调整需求指数,表示为数据波动系数,表示为数据敏感系数,表示为风险系数,表示为数据波动系数、数据敏感系数以及风险系数的权重系数。In the formula, Expressed as the threshold-adjusted demand index, Expressed as the data fluctuation coefficient, Expressed as data sensitivity coefficient, Expressed as the risk factor, , , Expressed as the weight coefficient of data volatility coefficient, data sensitivity coefficient and risk coefficient.6.根据权利要求5所述的一种基于金融风险的阈值管理方法,其特征在于:所述使用随机森林法将系统中数据分为敏感数据与不敏感数据步骤为:6. A threshold management method based on financial risk according to claim 5, characterized in that: the step of using the random forest method to divide the data in the system into sensitive data and insensitive data is:采集系统的历史数据样本,样本包含多条记录,对于每个样本,提取特征,通过人工将这些样本标注为敏感数据或非敏感数据,将标注好的样本作为数据集;Collect historical data samples of the system. The samples contain multiple records. For each sample, extract features and manually mark these samples as sensitive data or non-sensitive data. The marked samples are used as data sets.将样本特征进行数值化处理,对分类特征使用独热编码,将其转换为数值向量;对数值特征进行归一化处理;The sample features are digitized, and the categorical features are encoded using one-hot encoding to convert them into numerical vectors; the numerical features are normalized;构建随机森林分类器,得到多棵决策树;Construct a random forest classifier and obtain multiple decision trees;将标注好的数据集划分为训练集和测试集,使用训练集训练随机森林模型,训练完成后,用测试集评估模型性能;Divide the labeled data set into a training set and a test set, use the training set to train the random forest model, and after the training is complete, use the test set to evaluate the model performance;将训练好的随机森林模型部署到实际环境中,对新数据样本实时分类。Deploy the trained random forest model to the actual environment to classify new data samples in real time.7.根据权利要求1所述的一种基于金融风险的阈值管理方法,其特征在于:所述根据阈值调整需求指数进行安全阈值调整的判断步骤为:7. A threshold management method based on financial risk according to claim 1, characterized in that: the step of determining the safety threshold adjustment according to the threshold adjustment demand index is:将阈值调整需求指数与调整阈值进行对比,若阈值调整需求指数小于调整阈值,则判定当前安全阈值不需要进行调整;若阈值调整需求指数大于等于调整阈值,则判定当前安全阈值需要进行调整。The threshold adjustment requirement index is compared with the adjustment threshold. If the threshold adjustment requirement index is less than the adjustment threshold, it is determined that the current safety threshold does not need to be adjusted; if the threshold adjustment requirement index is greater than or equal to the adjustment threshold, it is determined that the current safety threshold needs to be adjusted.8.根据权利要求1所述的一种基于金融风险的阈值管理方法,其特征在于:所述根据阈值调整需求指数对安全阈值进行调整,得到实际安全阈值步骤为:8. A threshold management method based on financial risk according to claim 1, characterized in that: the step of adjusting the safety threshold according to the threshold adjustment demand index to obtain the actual safety threshold is:将阈值调整需求指数与调整阈值进行比值计算得到调节因子;The adjustment factor is obtained by calculating the ratio of the threshold adjustment demand index to the adjustment threshold;根据调节因子与初始安全阈值计算得到实际安全阈值。The actual safety threshold is calculated based on the adjustment factor and the initial safety threshold.9.根据权利要求1所述的一种基于金融风险的阈值管理方法,其特征在于:所述根据数据波动指数与实际安全阈值进行第二次风险判断步骤为:9. A threshold management method based on financial risk according to claim 1, characterized in that: the second risk judgment step based on the data volatility index and the actual safety threshold is:将数据波动指数与实际安全阈值进行对比,若数据波动指数小于实际安全阈值,则判定当前数据波动在安全范围内,系统状态正常;若数据波动指数大于初始安全阈值,则判定当前数据波动大,超出安全范围,系统状态异常。The data fluctuation index is compared with the actual safety threshold. If the data fluctuation index is less than the actual safety threshold, it is determined that the current data fluctuation is within the safety range and the system status is normal; if the data fluctuation index is greater than the initial safety threshold, it is determined that the current data fluctuation is large, exceeds the safety range, and the system status is abnormal.10.一种基于金融风险的阈值管理系统,用于实现权利要求1-9任一项所述的一种基于金融风险的阈值管理方法,其特征在于:所述系统包括:10. A threshold management system based on financial risk, used to implement a threshold management method based on financial risk according to any one of claims 1 to 9, characterized in that: the system comprises:波动数据分析模块,用于实时获取系统波动数据,对波动数据进行分析得到数据波动系数,并将数据波动系数传输至第一次风险判断模块;The fluctuation data analysis module is used to obtain the system fluctuation data in real time, analyze the fluctuation data to obtain the data fluctuation coefficient, and transmit the data fluctuation coefficient to the first risk judgment module;第一次风险判断模块,用于设定初始安全阈值,并根据初始安全阈值与数据波动系数进行第一次风险判断,并将判断结果传输至波动数据获取模块或阈值调整需求模块;The first risk judgment module is used to set the initial safety threshold, and perform the first risk judgment based on the initial safety threshold and the data fluctuation coefficient, and transmit the judgment result to the fluctuation data acquisition module or the threshold adjustment requirement module;阈值调整需求模块,用于采集阈值调整需求影响数据,并对阈值调整需求影响数据进行分析得到阈值调整需求指数,将阈值调整需求指数传输至预警模块或阈值调整模块;A threshold adjustment demand module is used to collect threshold adjustment demand impact data, analyze the threshold adjustment demand impact data to obtain a threshold adjustment demand index, and transmit the threshold adjustment demand index to the early warning module or the threshold adjustment module;阈值调整模块,用于根据阈值调整需求指数进行安全阈值的调整,得到实际安全阈值,并将实际安全阈值传输至第二次风险判断模块;A threshold adjustment module is used to adjust the safety threshold according to the threshold adjustment demand index to obtain the actual safety threshold, and transmit the actual safety threshold to the second risk judgment module;第二次风险判断模块,用于根据实际安全阈值与数据波动系数进行第二次风险判断,并将判断结果传输至波动数据获取模块或预警模块;A second risk judgment module is used to make a second risk judgment based on the actual safety threshold and the data fluctuation coefficient, and transmit the judgment result to the fluctuation data acquisition module or the early warning module;预警模块,用于对数据波动大的情况进行预警,提醒相关工作人员及时进行系统维护。The early warning module is used to issue early warnings for situations where data fluctuates greatly, and to remind relevant staff to perform system maintenance in a timely manner.
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