基于免疫学的金融非常规突发事件应急预案生成优化模型

发布时间：2018-01-30 21:01

本文关键词： 风险与预警管理应急预案金融非常规突发事件　出处：《武汉理工大学》2013年硕士论文　论文类型：学位论文

【摘要】：全球金融行业险象环生,2007年美国次贷危机的阴霾还未散去,欧洲大陆又发生了足以令全球金融行业为之动容的欧债危机。随着金融全球化的进程的逐步深入,其他国家发生的金融安全事件诱发我国金融非常规突发事件的概率也逐渐增高。然而,面对如此严峻的金融环境,我国金融行业现有的应对突发事件的预案体系却表现的十分乏力。不仅操作性不强,而且缺乏针对性,即使面对常规性金融突发事件实施效果也表现不佳。可以想象,一旦在我国某些地区发生了金融非常规突发事件,它会像SARS一样快速蔓延至全国并在毫无抵抗的情况下升级为金融危机。在这样的背景下,构建快速生成并优化金融非常规突发事件应急预案模型具有较强的现实意义。本文综合已有研究文献,采用映射对比的方法,将生物免疫原理映射于金融管理系统中,运用遗传与免疫算法,对应急预案生成优化过程进行模拟仿真。本文的研究内容主要分为三个部分。第一部分,主要介绍了金融非常规突发事件的内涵特征及演化机理。综合有关非常规突发事件与金融安全事件的研究文献,在已有非常规突发事件定义基础上,赋予金融安全事件特性,从而对金融非常规突发事件的定义与特征进行概括描述。同时,将非常规突发事件以及金融危机两者演化规律进行融合,描述金融非常规突发事件的特殊演化轨迹,并提出金融风险、金融非常规突发事件以及金融危机三者之间的转换规律,提出金融非常规突发事件风险基因编码概念。第二部分,主要构建了金融免疫系统中应急预案生成优化的理论框架。通过描述金融免疫系统与生物免疫系统间要素的映射关系,提出应急预案生成优化模型的主要构成元素,包括抗原、风险识别器、风险效应器以及预案记忆库等,并就预案生成与优化模型运行机制加以说明。第三部分,为本文的核心部分,主要介绍了基于免疫学的金融非常规突发事件应急预案生成与优化模型的运行过程,提出了系统进化与免疫接种两种预案生成优化模式。本文的创新点为：(1)提出了金融非常规突发事件特殊定义内涵,构建了金融非常规突发事件的演化机理：(2)构建了基于免疫原理的金融非常规突发事件应急预案生成优化理论框架,提出了金融非常规突发事件应急预案进化与疫苗接种两种生成优化模式。本文是国家自然科学基因重大研究计划培育项目“基于免疫学的非常规突发事件应急管理主动防御多智能系统”(批准号：91024020)的子课题研究成果。
[Abstract]:Global financial industry is perilous, in 2007, the U. S. subprime mortgage crisis haze has not dissipated. The European continent has experienced a European debt crisis that has moved the global financial industry. With the gradual deepening of the process of financial globalization. The probability of unconventional financial emergencies induced by financial security events in other countries is also increasing gradually. However, in the face of such a severe financial environment. The existing financial industry in China's emergency response plan system is very weak, not only operational is not strong, but also lack of pertinence. Even in the face of conventional financial emergencies the implementation effect is not good. It can be imagined that once in some areas of our country financial unconventional emergencies occurred. It will spread to the country as quickly as SARS does and escalate into a financial crisis without resistance. In this context. It is of great practical significance to construct and optimize the emergency plan model of unconventional financial emergencies. In this paper, the genetic and immune algorithms are used to map the principle of biological immunity to the financial management system. The optimization process of emergency plan generation is simulated and simulated. The research content of this paper is divided into three parts. The first part. This paper mainly introduces the connotation characteristics and evolution mechanism of financial unconventional emergencies, synthesizes the research literature about unconventional emergencies and financial security events, based on the existing definition of unconventional emergencies. The characteristics of financial security events are given to describe the definition and characteristics of unconventional emergencies. At the same time, the evolution laws of unconventional emergencies and financial crises are combined. This paper describes the special evolution track of unconventional financial emergencies, and puts forward the transformation rules of financial risks, financial unconventional emergencies and financial crises. This paper puts forward the concept of financial unconventional emergency risk gene coding. The second part. The theoretical framework of emergency plan generation optimization in the financial immune system is constructed, and the mapping relationship between the financial immune system and the biological immune system is described by describing the mapping between the elements of the financial immune system and the biological immune system. Put forward the main elements of the emergency plan generation optimization model, including antigen, risk recognizer, risk effector and memory bank, etc., and explain the operation mechanism of the plan generation and optimization model. The third part. For the core of this paper, this paper mainly introduces the operation process of the financial unconventional emergency contingency plan generation and optimization model based on immunology, and puts forward two kinds of optimization models of system evolution and immunization. The innovation of this paper is: (1) the special definition of unconventional financial emergencies is put forward. The evolvement mechanism of financial unconventional emergencies is constructed. (2) the theoretical framework of the generation and optimization of financial unconventional emergency contingency plans based on immune principle is constructed. In this paper, two kinds of optimization models of financial unconventional emergency contingency plan, evolution and vaccination, are proposed. This paper is a project of the National Natural Science Gene Major Research Program "Multi-Intelligent system for active Defense of unconventional Emergency Management based on Immunology" (Grant No.: 91024020). The results of research on subtopics in this paper.
【学位授予单位】：武汉理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F830.9;F224

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