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中国管理科学 ›› 2003, Vol. ›› Issue (2): 7-10.

• 论文 • 上一篇    下一篇

金融网络的模型和优化

庄新田, 黄小原, 聂红梅   

  1. 东北大学工商管理学院 辽宁 沈阳 110004
  • 收稿日期:2002-06-30 出版日期:2003-04-28 发布日期:2012-03-06
  • 基金资助:
    辽宁省自然科学基金资助项目(9910200208)

The Model and Optimization of Financial Networks

ZHUANG Xin-tian, HUANG Xiao-yuan, NIE Hong-mei   

  1. School of Business Administration, Northeasten University, Shenyang 110004, China
  • Received:2002-06-30 Online:2003-04-28 Published:2012-03-06

摘要: 金融网络就是经济系统中资金循环,文献[1-8]研究了金融网络的模型。本文则在文献[1-8]金融网络模型的基础之上,建立了资产、负债、适度规模和价格的改进模型。这一改进模型考虑了所有经济部门的金融工具的风险、金融网络的经济资源约束、资产和负债的会计帐户约束等问题。模型的改进适用于应用。文章采用了进化规划算法,并依此进行仿真实验。

关键词: 金融网络, 资产, 负债, 投资规模, 价值优化, 仿真

Abstract: Financial networks is the circular flow of funds in an economy. In References[1-8] the model of financial networks have been researched.In this paper,we propose an improved model about assets,liabilities,appropriate sizes and prices,based on the financial networks models in references[1-8].This new model considers for all sectors the risks of financial instruments,the constraints for economic resource in financial networks,the constraints for the accountings of assets and liabilities. The improved model is more appropriate for application.We use the evolution programming algorithm to make simulations.

Key words: financial networks, assets, liabilities, investment size, value ptimization,simulation

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