物流金融中金融机构和物流企业的演化博弈研究

发布时间：2018-03-16 21:55

本文选题：物流金融　切入点：演化博弈　出处：《郑州大学》2013年硕士论文　论文类型：学位论文

【摘要】：近年来,有鉴于物流行业中小企业信用度不高、审批贷款程序复杂、融资渠道狭窄、融资成本高等特征决定了其融资难。物流金融作为一项新兴的复合型业务,可以解决中小企业的融资难问题,拓宽金融机构的业务范围,为物流企业开拓新的业务领域。但是,由于物流金融在我国起步较晚,发展时间较短,相关理论研究和法律法规及其政策尚不完善,其本身还存在许多亟待解决的现实问题。本文阐述了物流金融的主要业务模式,讨论了金融机构和物流企业合作关系的必要性及存在的问题；通过运用演化博弈理论,分别对物流金融业务中金融机构和物流企业的契约签订、监督欺诈等问题进行了分析；构建了相关演化博弈模型,并通过数值仿真分析验证了演化模型的适用性。本文的主要研究内容包括： (1)在物流金融业务模式的分析基础上,讨论了金融机构和物流企业合作的必要性,并剖析了金融机构和物流企业合作可能存在的问题,为后续构建金融机构和物流企业间的演化博弈模型奠定理论基础； (2)运用演化博弈理论对物流金融业务中金融机构和物流企业的合作关系进行分析。在确定参与者在不同策略下的收益矩阵的基础上,将参与者选择不同策略的概率作为参数,考虑了诸多可能影响策略的变量,构建了各参与者策略的基因复制动态方程,进行了局部稳定性分析,并运用Matlab软件对其进行了数值仿真分析； (3)运用演化博弈理论对物流金融业务中金融机构和物流企业的监督欺诈问题进行了分析。同样在确定金融机构和物流企业在不同策略下的收益矩阵的基础上,构建了各参与者策略的基因复制动态方程,并分别对金融机构和物流企业间监督或欺诈策略问题进行了分析；然后构建了二者间监督欺诈问题的群体演化博弈模型,分析了群体策略的演化过程及结果；最后讨论了引入外力影响后系统的演化过程,并对其进行了数值仿真分析。本文从物流金融中金融机构和物流企业间的契约签订问题入手,运用演化博弈理论进行复制动态分析,并延伸至合作成功后的监督欺诈问题分析,研究成果有利于丰富物流金融理论,为金融机构和物流企业在开展物流业务的过程中提供决策参考。
[Abstract]:In recent years, in view of the low credit degree of small and medium-sized enterprises in logistics industry, the complexity of loan approval procedures, narrow financing channels and high financing costs, it is difficult to finance. Logistics finance is a new and complex business. It can solve the financing difficulties of small and medium-sized enterprises, widen the scope of business of financial institutions, and open up new business fields for logistics enterprises. However, because logistics finance started relatively late in our country, the development time is relatively short. The relevant theoretical research, laws and regulations and their policies are not perfect, and there are still many practical problems to be solved. This paper expounds the main business models of logistics finance, discusses the necessity and problems of the cooperative relationship between financial institutions and logistics enterprises, and applies evolutionary game theory. This paper analyzes the problems of contract signing and supervision fraud between financial institutions and logistics enterprises in logistics financial business, and constructs a relevant evolutionary game model. The applicability of the evolutionary model is verified by numerical simulation. The main contents of this paper are as follows:. 1) based on the analysis of logistics financial business model, this paper discusses the necessity of cooperation between financial institutions and logistics enterprises, and analyzes the possible problems existing in the cooperation between financial institutions and logistics enterprises. It lays a theoretical foundation for the subsequent construction of evolutionary game model between financial institutions and logistics enterprises. 2) using evolutionary game theory to analyze the cooperative relationship between financial institutions and logistics enterprises in logistics finance business. Based on determining the return matrix of participants under different strategies, the probability of participants choosing different strategies is taken as parameters. Considering many variables that may affect the strategy, the dynamic equation of gene replication of each participant strategy is constructed, the local stability is analyzed, and the numerical simulation analysis is carried out by using Matlab software. 3) using evolutionary game theory, this paper analyzes the problem of supervision fraud of financial institutions and logistics enterprises in logistics finance business. On the same basis, it determines the return matrix of financial institutions and logistics enterprises under different strategies. The dynamic equation of gene replication of participants' strategies is constructed, and the problems of supervision or fraud strategy between financial institutions and logistics enterprises are analyzed, and then a group evolution game model of supervision fraud between financial institutions and logistics enterprises is constructed. The evolution process and results of the population strategy are analyzed, and the evolution process of the system after the introduction of external force is discussed, and the numerical simulation is carried out. This paper begins with the problem of contract signing between financial institutions and logistics enterprises in logistics finance, and applies evolutionary game theory to analyze the duplication and dynamics, and extends to the analysis of supervision fraud after successful cooperation. The research results are helpful to enrich the theory of logistics finance and provide decision reference for financial institutions and logistics enterprises in the process of carrying out logistics business.
【学位授予单位】：郑州大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F259.23;F224.32;F832

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