复合系统的动态协同演化分析——以保险、信货与股票金融复合系统为例

发布时间：2018-01-03 17:40

本文关键词：复合系统的动态协同演化分析——以保险、信货与股票金融复合系统为例　出处：《中国管理科学》2017年08期 　论文类型：期刊论文

【摘要】：从系统论的视角出发,在保险、信贷与股票市场相互作用理论分析的基础上,将协同理论与基于动态邻居和局部搜索的粒子群算法(DNLPSO)相结合,构建了保险、信贷与股票金融复合系统动态协同演化模型,并运用此模型构建复合系统有序度计算公式,然后利用DNLPSO算法对模型进行求解,并对模型进行稳定性分析。模型既考虑了系统之间的非线性关系,同时加入结构变化参数和滞后参数以描述重大事件和系统的滞后影响。基于省际面板数据,利用该模型对我国2004-2013年保险、信贷与股票市场复合系统的协同演化现状进行了实证研究。实证结果表明,该模型能够很好地反映了各子系统的滞后项和2008年金融危机对复合系统协同演化进程的影响,完整地体现了该复合系统的局部竞争合作关系和长期趋于稳定性的整体特征,为三复合系统协同演化分析提供了一个研究范式。
[Abstract]:From the perspective of system theory, based on the theoretical analysis of the interaction between insurance, credit and stock market, the synergetic theory is combined with the particle swarm optimization algorithm (DNLPSO) based on dynamic neighbor and local search. The dynamic co-evolution model of insurance, credit and stock finance composite system is constructed, and the calculation formula of order degree of composite system is constructed by using this model, and then the model is solved by DNLPSO algorithm. The stability of the model is analyzed. The model not only takes into account the nonlinear relationship among the systems, but also adds structural variation parameters and hysteresis parameters to describe the important events and the hysteresis effects of the system. The model is based on inter-provincial panel data. By using this model, the co-evolution of insurance, credit and stock market in China from 2004 to 2013 is studied. The model can well reflect the lag terms of each subsystem and the impact of the financial crisis on the co-evolution process of the composite system in 2008. It fully reflects the local competition and cooperation relationship of the composite system and the global characteristics of long-term stability, and provides a research paradigm for the collaborative evolution analysis of the three composite systems.
【作者单位】：中南林业科技大学物流与交通学院;湖南大学工商管理学院;
【基金】：国家自然科学基金资助项目(71371067) 教育部人文社科基金项目(16YJC630101) 湖南省社科基金项目(15YBA407) 湖南省教育厅优秀青年基金项目(14B188)
【分类号】：F224;F832.4;F832.51;F842
【正文快照】： 1引言目前,在社会各领域都广泛存在着由三个或三个以上具有内在联系的子系统共同组成的复合系统,如由保险、信贷、股票组成的金融复合系统,由生态、经济、社会组成的生态经济复合系统。以本文的研究对象为例,作为金融市场的重要组成部分,保险、信贷与股票市场三者之间具有各自

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