基于混沌理论的金融系统稳定性研究  

Study on Financial System Stability Based on Chaos Theory

作　　者：李立华[1] 张强[1] 

机构地区：[1]湖南大学金融与统计学院,湖南长沙410079

出　　处：《经济数学》2010年第4期67-72,共6页Journal of Quantitative Economics

基　　金：国家自然科学基金项目(70873037);湖南省社科重点项目(05ZD08)

摘　　要：运用混沌理论,研究了金融系统稳定性问题.首先,通过理论分析得出金融系统的稳定性主要受金融创新、金融监管以及投资者的非理性行为三方面的因素共同影响;其次,借助混沌动力学中的Lo-gistic模型,从模型分析与数值模拟两个方面,对金融创新与金融监管这两个主要因素如何影响金融系统稳定性展开了深入的研究.最后,提出了当前在进行金融创新的同时,须加强金融创新与金融监管的协调发展,以保障金融系统稳定、有序运行,进而为经济社会的发展营造一个良好的金融环境.Using the chaos theory,the stability of financial system was studied.Firstly,we obtain that the financial system stability is mainly affected by financial innovation,financial supervision and irrational behavior of investors through theoretical analysis.Then,the ways of financial innovation and financial supervision to affect the financial system stability was studied based on the Logistic model from theoretical analysis and numerical simulation.At last,we propose that,in order to keep the financial system stable and orderly,it is needed to keep the coordinal development of financial innovation and financial supervision,which can create good financial environment for the development of economic and society.

关 键 词：金融稳定 金融创新 金融监管 LOGISTIC模型 

分 类 号：F830.3[经济管理—金融学]