基于马尔可夫模型的电商平台供应链金融风险控制

发布时间：2018-05-19 12:39

本文选题：供应链金融 + 马尔可夫模型　；参考：《云南财经大学学报》2017年02期

【摘要】：近年来,随着电商平台供应链金融的迅猛发展,如何更好地评估和控制其风险成为学术界和实践者关注的焦点。从企业全生命周期视角,通过平台对供应链上数据的追踪、处理,整合优势,将平台供应链上需要融资的中小企业按企业全生命周期进行划分,分析其状态转移表征指标。运用马尔可夫模型判断融资商户的状态转移概率,预估其单期为平台供应链上投资方带来的期望收益净现值和全生命周期带来的利润总和,从而帮助平台上的投资方权衡其投资期望收益和风险。该算法有效地为电商平台上的投资企业精准定位更多优质授信商户,为其制定中短期或者长期投资战略提供了数据支撑,为投资方实现收益多元化的同时有效控制其风险。
[Abstract]:In recent years, with the rapid development of e-commerce platform supply chain finance, how to better evaluate and control its risk has become the focus of academic and practical attention. From the point of view of the whole life cycle of the enterprise, through the platform tracking, processing and integrating the advantages of the data on the supply chain, the small and medium-sized enterprises that need financing in the platform supply chain are divided according to the whole life cycle of the enterprise, and their state transition indicators are analyzed. The Markov model is used to judge the state transition probability of the financier and to estimate the sum of the expected net present value and the total profit brought by the investors in the platform supply chain in a single period. To help investors on the platform to weigh their investment expectations and risks. The algorithm can effectively locate more high quality credit firms on e-commerce platform, provide data support for them to formulate medium, short or long term investment strategies, and effectively control their risks while diversifying their income.
【作者单位】：北京工商大学商学院;北伊利诺伊大学商学院;
【基金】：国家社会科学基金项目“我国生鲜农产品电子商务与传统流通体系的融合发展研究”(15BGL202)
【分类号】：F724.6;F274;F832

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