基于复杂网络理论的供应链违约风险传染及控制研究

发布时间：2018-08-16 15:07

【摘要】：众所周知,中国社会是一种复杂的关系型社会。在国民经济体制日趋完善,全球化经济进一步凸显的今天,各类的人际关系、企业关系、联盟关系甚至国家关系都影响着全球经济的稳定性。如何研究这些关系?视角固然有很多,林语堂的笔下对关系进行了细腻的描绘,黄国光作为心理学家则从人情世故和关系网加以刻画,而对数字严谨的国外社会学学者经过七十多年对人类社会发展历史的研究选择从社会结构入手,通过定量研究揭示社会学科现象。复杂网络理论意义在于通过对网络中统计特征量化分析,从而为相关中层实证命题检验和网络理论的构建提供定量解决方案,甚至可以建立“宏观和微观”之间的桥梁。而另一方面,随着全球自然灾害和突发事件的增多、各国和地区不断爆发的金融危机,供需市场难以把握的交易信息加之供应链结构复杂化,使得供应链稳定性变得更加脆弱。中国作为后起的大型经济体,虽然国民经济增长率与同体量国家相比仍处于较高水平,但市场成熟度、各产业发展现状以及社会信用环境建设等各方面相比发达国家仍有较大差距。因此针对我国各产业供应链网络的结构和内部研究也将相较于以前的西方复杂网络理论有所差异;作为供应链网络成员,企业在面临上级违约风险传染以及网络内有关系往来的企业违约风险交互传染时,应对措施也将变得更为复杂。因此,对供应链网络结构和统计特征全面了解,构建相关违约风险传染模型,在宏观上能够弥补一些针对供应链网络违约风险传染机制研究的缺陷,微观上有助于供应链企业制定风险控制策略。本文在现有文献研究的基础上,为定量分析核心制造商违约风险爆发对分销商网络的传染影响,在谣言传播模型的基础上,引入违约相关因素,构建二级供应链网络风险传染模型,对分销商网络结构中各成员企业的关联关系强度度造成的违约风险交互传染问题进行了系统研究。本文首先对复杂网络结构特性进行了详细分析,并结合供应链企业关联关系类型,采用层次分析法对供应链网络企业关联关系权重进行评估,并将这些关联关系作为网络节点度的定量研究因素。在此基础上,利用SHKR谣言传播模型,以制造商-分销商二级供应链网络为研究对象,构建制造商-分销商二级供应链违约风险传染模型,发现分销商网络平均度越大,节点间发生连接的概率越高,核心制造商违约风险爆发的影响就越大,蔓延时间也越长,并向下级呈正向跳跃。接着由供应链网络整体转向局部,将研究范围缩小到供应链企业违约风险观点变化及风险控制策略研究,通过模型构建和仿真分析,为了有效降低国内供应链违约风险损害,供应链节点企业必须加强企业初始风险识别、评估和预警能力,并慎重制定供应链合作伙伴选择方案。
[Abstract]:As we all know, Chinese society is a complicated relation society. Nowadays, when the national economic system is becoming more and more perfect and the global economy is becoming more prominent, the stability of the global economy is affected by all kinds of interpersonal relations, enterprise relations, alliance relations and even national relations. How do you study these relationships? Of course, there are a lot of perspectives. Lin Yutang's works depict the relationship, and Huang Guoguang, as a psychologist, portrays it from the perspective of the world and the network of relationships. After more than 70 years' research on the history of human social development, foreign sociologists with rigorous figures begin with the social structure and reveal the phenomenon of social discipline through quantitative research. The significance of the complex network theory lies in the quantitative analysis of the statistical characteristics in the network, so as to provide a quantitative solution for the relevant middle-level empirical proposition test and the construction of the network theory, and even to build a bridge between "macro and micro". On the other hand, with the increase of natural disasters and emergencies in the world, the financial crisis broke out in various countries and regions, the difficult transaction information of supply and demand market and the complexity of supply chain structure make the stability of supply chain more fragile. China, as a newly rising large economy, although the growth rate of its national economy is still at a relatively high level compared with that of other countries, but the market maturity is still relatively high. Compared with the developed countries, there is still a big gap in the development of industries and the construction of social credit environment. As a member of supply chain network, the structure and internal research of supply chain network in China will be different from that of western complex network theory. When enterprises are faced with the contagion of superior default risk and those connected with each other in the network, the countermeasures will become more complicated. Therefore, through a comprehensive understanding of the supply chain network structure and statistical characteristics, the establishment of a related default risk contagion model can make up for some defects in the research of supply chain network default risk contagion mechanism. Microscopically, it helps supply chain enterprises to formulate risk control strategies. In this paper, based on the existing literature, in order to quantitatively analyze the impact of the outbreak of default risk of core manufacturers on the network of distributors, based on the rumor dissemination model, the related factors of default are introduced. The risk contagion model of secondary supply chain network is constructed, and the interactive contagion of default risk caused by the intensity of association relationship of each member enterprise in the network structure of distributor is studied systematically. In this paper, the characteristics of complex network structure are analyzed in detail, and the relationship weight of supply chain network enterprises is evaluated by AHP. These correlations are used as quantitative research factors of network node degree. On this basis, using the SHKR rumor propagation model, taking the manufacturer-distributor secondary supply chain network as the research object, constructs the manufacturer-distributor secondary supply chain default risk contagion model, and finds that the average degree of the distributor network is larger. The higher the probability of connection between nodes, the greater the impact of default risk outbreak of the core manufacturer, the longer the spreading time, and the higher the jump to the lower level. Then by the supply chain network as a whole, the research scope is reduced to the supply chain enterprise default risk perspective change and risk control strategy research, through the model construction and simulation analysis, in order to effectively reduce the domestic supply chain default risk damage. Supply chain node enterprises must strengthen their initial risk identification, assessment and early warning capabilities, and carefully formulate supply chain partner selection schemes.
【学位授予单位】：长安大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F274

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