投资泡沫形成机制及均衡调适蜈蚣博弈网络模型研究
发布时间：2018-08-12 20:03
【摘要】：随着经济的发展和经济全球化，虚拟经济得以迅速发展；而泡沫与虚拟经济联系由来已久，经济泡沫对各国社会经济的影响越发严重；同时虚拟资产过度泡沫化，对实体经济也容易造成较大的冲击。本文旨在剖析虚拟经济与投资泡沫之间的联系，研究投资泡沫的影响因素，揭示投资泡沫的形成机制，进而为科学预防和控制经济泡沫提供理论参考。 第二、三章指出在现代经济系统中，虚拟经济容易泡沫化，因此经济虚拟化是泡沫产生的前提，经济过度虚拟化势必演变成泡沫经济；进而从经济泡沫的源头出发，，在深入分析虚拟经济与投资泡沫关系的基础上，基于结构方程模型研究了投资泡沫影响因素；并基于对投资泡沫影响因素相关时间序列进行了统计分析。结果显示，实体经济与金融发展对虚拟经济发展及投资泡沫形成存在着正向影响，初步阐述了泡沫的形成机制。 第四、五章构建了多主体多阶段投资均衡调适蜈蚣博弈网络模型，揭示了多主体多阶段投资均衡调适机理；在此基础上，引出了泡沫的形成机制，并根据泡沫形成的过程特征将泡沫分成整体性泡沫、结构性泡沫和摩擦性泡沫；同时以房地产市场为例构建了基于蜈蚣博弈网络模型，验证了均衡调适蜈蚣博弈网络模型存在的可行性。经研究认为，虚拟经济与投资泡沫有着密切的联系，泡沫是经济偏离基本面的产物。
[Abstract]:With the development of economy and the globalization of economy, the fictitious economy develops rapidly, and the bubble and the fictitious economy have been linked for a long time, and the economic bubble has more and more serious influence on the social economy of every country, at the same time, the fictitious assets are inflated excessively. To the real economy also easy to cause the bigger impact. The purpose of this paper is to analyze the relationship between the virtual economy and the investment bubble, to study the influencing factors of the investment bubble, to reveal the forming mechanism of the investment bubble, and to provide a theoretical reference for the scientific prevention and control of the economic bubble. Second, the third chapter points out that in modern economic system, virtual economy is easy to bubble, so economic virtualization is the premise of bubble generation, and economic excessive virtualization is bound to evolve into bubble economy, and then proceed from the source of economic bubble. Based on the analysis of the relationship between the virtual economy and the investment bubble, the influencing factors of the investment bubble are studied based on the structural equation model, and the correlation time series of the influencing factors of the investment bubble are analyzed statistically. The results show that the development of real economy and finance has a positive effect on the development of virtual economy and the formation of investment bubble. Chapter four, chapter five constructs the multi-agent multi-stage investment equilibrium adjustment centipede game network model, reveals the multi-agent multi-stage investment equilibrium adjustment mechanism, on this basis, leads to the foam formation mechanism, According to the process of foam formation, the foam is divided into global foam, structural foam and frictional foam. At the same time, taking the real estate market as an example, the network model based on centipede game is constructed. The feasibility of balanced centipede game network model is verified. It is concluded that the virtual economy is closely related to the investment bubble, and the bubble is the product of economic deviation from the fundamentals.
【学位授予单位】：南京航空航天大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224.32;F832.51
本文编号：2180210
[Abstract]:With the development of economy and the globalization of economy, the fictitious economy develops rapidly, and the bubble and the fictitious economy have been linked for a long time, and the economic bubble has more and more serious influence on the social economy of every country, at the same time, the fictitious assets are inflated excessively. To the real economy also easy to cause the bigger impact. The purpose of this paper is to analyze the relationship between the virtual economy and the investment bubble, to study the influencing factors of the investment bubble, to reveal the forming mechanism of the investment bubble, and to provide a theoretical reference for the scientific prevention and control of the economic bubble. Second, the third chapter points out that in modern economic system, virtual economy is easy to bubble, so economic virtualization is the premise of bubble generation, and economic excessive virtualization is bound to evolve into bubble economy, and then proceed from the source of economic bubble. Based on the analysis of the relationship between the virtual economy and the investment bubble, the influencing factors of the investment bubble are studied based on the structural equation model, and the correlation time series of the influencing factors of the investment bubble are analyzed statistically. The results show that the development of real economy and finance has a positive effect on the development of virtual economy and the formation of investment bubble. Chapter four, chapter five constructs the multi-agent multi-stage investment equilibrium adjustment centipede game network model, reveals the multi-agent multi-stage investment equilibrium adjustment mechanism, on this basis, leads to the foam formation mechanism, According to the process of foam formation, the foam is divided into global foam, structural foam and frictional foam. At the same time, taking the real estate market as an example, the network model based on centipede game is constructed. The feasibility of balanced centipede game network model is verified. It is concluded that the virtual economy is closely related to the investment bubble, and the bubble is the product of economic deviation from the fundamentals.
【学位授予单位】：南京航空航天大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224.32;F832.51
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