基于复杂适应性系统观的金融中介仿真研究

发布时间：2018-02-26 01:24

本文关键词： 金融中介复杂适应性系统仿真 Swarm 涌现金融监管　出处：《华侨大学》2014年博士论文　论文类型：学位论文

【摘要】：金融活动和经济运行关系紧密，目前经济运行中几乎所有的金融活动都是以金融中介为中心展开的。因此，金融中介在整体经济运行中占据着十分重要的地位。二十一世纪以来，金融中介的类型日趋增加，其构成和活动也日趋复杂。传统的金融中介机构——商业银行、证券公司和保险公司不断变换自己的组织形式和运作方式，新的金融中介机构也不断产生，竞争下的金融中介呈现多元化的结构。随着人们对金融中介的了解逐渐深入，其理论也得到不断的发展。本文认为众多金融中介主体通过有意识的自适应活动，进化和涌现形成了复杂的金融系统。在上述背景下，本文所研究的对象是基于复杂适应性系统观的金融中介仿真研究。有别于主流数量经济学的研究方法，本文运用复杂适应性系统Swarm仿真平台，研究金融中介的产生、发展和均衡问题，进而讨论了金融预警Swarm模型的应用和提出相关政策建议。本文的研究方法是通过构建模型进行复杂适应性系统仿真研究。首先构建金融中介Swarm模型来对金融中介的微观涌现和宏观均衡进行仿真研究，随后构建内金融中介Swarm模型来对金融中介内部所有者与经营者之间的激励关系进行仿真研究，最后通过金融预警模型对由链接形成的多集合、多层次的金融系统进行仿真研究，以实现复杂适应性系统观的金融监管。本文的研究内容可概括为三个方面：在理论研究方面，综合阐述了国内外关于金融中介理论和复杂适应性系统仿真两方面的研究结果和应用情况。通过对不同市场条件下金融中介理论的研究，提出了金融中介的复杂适应性系统观。同时系统阐述了复杂适应性系统仿真平台——Swarm的来源、建模思想、结构和方法，并介绍了Swarm平台的延伸类库EVO生命进化仿真系统。在复杂适应性系统仿真方面，通过从我国“晋商”票号的产生和衰落问题入手，分别构建了金融中介和内金融中介Swarm仿真模型。研究了仿真模型微观涌现和宏观均衡的问题，提出了基于链接的多集合、多层次的金融系统Swarm模型的观点。在政策建议方面，衍生发展出金融预警Swarm模型，来解决金融监管中存在的问题。结合金融监管FSAP评估工作，讨论了金融预警Swarm模型的应用，对我国金融监管框架和金融监管数据信息化的发展给出了相关建议。本文的创新之处在于：1、用复杂适应性系统理论解释和讨论金融中介问题，提出了金融中介的复杂适应性系统观。解决了主流数量经济学理论无法统一和动态解释金融中介本质、行为和功能的缺陷；2、借助涌现这一复杂适应性系统的特殊现象，金融中介Swarm模型在微观层面仿真了金融中介的产生，在宏观层面通过主体属性和行为调整分析金融系统均衡的变化，实现了微观金融中介主体和宏观金融系统的连通；3、构建了基于复杂适应性系统观的金融中介和内金融中介Swarm仿真模型。解释了金融中介的产生和发展，推演金融中介内部所有者和经营者之间的运行机制。探讨Swarm模型之间的链接关系，并提出了多层次Swarm模型的概念；4、提出了金融中介Swarm模型在金融监管中的应用，将金融预警Swarm模型用于金融监管FSAP评估工作，并针对我国金融监管框架和金融监管数据信息化发展给出了合理有效的政策建议。本文的理论意义与现实意义在于：1、复杂适应性系统理论在金融中介中的应用为系统的、动态的研究金融中介问题提供了理论依据；2、复杂适应性系统仿真有助于动态观测金融中介主体的自适应活动、微观涌现现象和宏观均衡状态；3、金融中介Swarm仿真模型完成了金融中介微观与宏观的连通，为今后的定量分析提供了良好基础。通过参数和条件设置，定量模拟、分析和预测金融中介问题和金融市场均衡；4、适应我国金融混业监管的要求，，通过“链接”金融中介Swarm子模块，尝试跨地域、跨部门的不同金融中介模型的链接与仿真模拟；5、提出金融预警Swarm模型，对金融中介的运行和整体金融系统均衡状态进行模拟和预警，可以解决金融监管中的系统性风险事前预警与事后控制不够、金融监管交叉重复与真空地带同在和金融监管的国际合作不到位这三方面的问题；6、提出了金融预警Swarm模型在金融监管FSAP评估工作中的应用，对我国金融监管框架和金融监管数据信息化发展提出了相应的政策建议。
[Abstract]:The financial and economic operation are closely related, almost all of the financial activities in the economy are based on financial intermediaries as the center. Therefore, financial intermediation plays a very important role in the overall economy. Since twenty-first Century, the financial intermediary type gradually increased, its structure and activity is becoming more and more complicated financial intermediaries. - the traditional commercial banking institutions, securities companies and insurance companies continue to transform their organization and operation, new financial intermediaries have been produced, the financial intermediary competition under the diversified structure. With the understanding of the financial intermediaries gradually, its theories have been continuously developed. This paper argues that many of the financial intermediary the subject through conscious adaptive activities, evolution and emergence formed a complex financial system.
Under the above background, this paper is to study the financial intermediary simulation based on complex adaptivesystem theory. Research methods from mainstream quantitative economics, this paper uses the complex adaptive system Swarm simulation platform, the research of financial intermediation, development and equilibrium problems, and then discusses the application of financial early warning Swarm model and put forward the relevant policy recommendations.
The research method of this paper is to study the complex adaptive system simulation model. Firstly, through the construction of financial intermediation Swarm model of financial intermediation and the emergence of micro macro equilibrium simulation, then constructs the Swarm model of financial intermediary between the owner and operator of the financial intermediary internal incentive relationship. Through the simulation, finally through the financial early-warning model by the formation of multi link set, simulation research on the financial system of multiple levels, in order to achieve the financial supervision theory of complex adaptive system.
The research contents of this paper can be summarized as three aspects: in the aspect of theory research, comprehensively elaborated the domestic and foreign about the two aspects of financial intermediation theory and complex adaptive system simulation and application of research results. Through the research on the theory of financial intermediary under different market conditions, a complex adaptive system of financial intermediation system and concept. Describes the source of complex adaptive system simulation platform Swarm modeling idea, structure and method, and introduces the extension of Library EVO life evolution simulation system on Swarm platform. In the complex adaptive system simulation aspects, through from China's Shanxi Piaohao and fading of the financial intermediary and financial intermediary Swarm study on the simulation model are built. Simulation model of micro and macro equilibrium problems emerge, is proposed based on Swar set of links, multi-level financial system M model point of view. The policy proposals, the development of derivative financial early warning Swarm model to solve the problems in financial regulation. Financial supervision with FSAP assessment work, discussed the application of financial early warning Swarm model, are given to the development of China's financial regulatory framework and supervision of financial data information of the relevant recommendations.
The innovation of this paper lies in: 1, using the complex adaptive system theory to explain and discuss the problem of financial intermediation, put forward the concept of complex adaptive system of financial intermediation is solved. The mainstream economic theory can not be unified number and dynamic interpretation of financial intermediary nature, behavior and function defect; 2, with the emergence of the phenomenon of complex adaptive system Swarm model, financial intermediaries in the micro level simulation of the financial intermediary, at the macro level through the subject attribute and behavior adjustment changes of balanced financial system, realized the communication of micro finance and macro financial intermediaries system; 3, construct complex adaptivesystem theory of financial intermediary and financial intermediary based on the Swarm simulation model. To explain the emergence and development of financial intermediaries, financial intermediation internal operation mechanism between deduction of owners and operators of Swarm model. The relationship between the links, and put forward the concept of hierarchical Swarm model; 4, put forward the application of Swarm model in financial intermediation in financial supervision, the financial early-warning model for financial supervision Swarm FSAP assessment work, and for the development of this financial regulatory framework and regulatory data of financial information in our country the reasonable and effective policy recommendations.
Is the theoretical significance and the practical significance of this paper: 1, the complex adaptive system theory application in financial intermediation in the system, provides a theoretical basis for the dynamic study of financial intermediation problem; 2, the simulation of complex adaptive system contributes to the dynamic observation of financial intermediary main adaptive activities, micro and macro equilibrium phenomenon; 3, the Swarm simulation model of financial intermediary completed the financial intermediary of micro and macro connectivity, provides a good basis for future quantitative analysis. The parameters and conditions set, quantitative simulation, analysis and prediction of financial intermediary and financial market equilibrium; 4, to adapt to China's financial regulatory requirements, through the link of financial intermediation Swarm sub module, try to cross regional, simulation and Simulation of different models of financial intermediary links across sectors; 5, the financial early-warning model of Swarm, and the whole operation of financial intermediation Simulation of early warning and financial system equilibrium, can solve the financial supervision and regulation system of risk early warning and control after enough, international cooperation in financial supervision and overlapping vacuum presence and financial supervision is not in place of the three aspects of the problem; 6, put forward the application of financial early warning model in Swarm FSAP in the assessment of financial supervision the corresponding policy suggestions on the development of China's financial regulatory framework and supervision data of financial information is proposed.

【学位授予单位】：华侨大学
【学位级别】：博士
【学位授予年份】：2014
【分类号】：F830;F224

【相似文献】