银行风险传染的集合种群模型——基于元胞自动机的动态模拟  

The risk infection for the bank of met population model——Based on the dynamic simulation of the cellular automata

作　　者：陈建新[1,2,3] 罗伟其[1] 庞素琳[1,2] 

机构地区：[1]暨南大学公共管理学院应急管理学院金融工程研究所,广州510632 [2]广东省公共网络安全风险评价与预警应急技术研究中心,广州510632 [3]广东工业大学应用数学学院运筹教研所,广州510006

出　　处：《系统工程理论与实践》2012年第3期543-548,共6页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金(70871055;71173089);广东省高校高层次人才项目;教育部新世纪优秀人才支持计划(NCET-08-0615);广东省科技计划项目(2010A032000002;2010B010600028)

摘　　要：首先借助生物学集合种群理论构建了银行风险传染的模型;然后基于元胞自动机方法对银行风险传染的时间和空间的动态过程进行模拟,得出了影响银行风险传染的特征,提出了影响银行脆弱性传染速度的因素;最后,在具有相同的传染率和灭绝率下,对比了单点传染和三点传染到达稳定状态的时间步长.对控制银行风险传染,保持银行稳定性具有重大意义.此外,该模型不仅可以对银行系统脆弱性传染过程进行模拟和动态分析,同样也适用于研究金融系统中其他金融机构间的风险传染问题.First, we constructed the model of bank risk contagion. Second, during time and space based on cellular automata the dynamic process of the contagion was simulated. Through analyzing the contagion feature of bank risk, we put forward the factors which influence the speed of risk contagion for the bank. Finally, under the same infectious rate and extinction rate, comparisons of time step for reaching stable state were made between single point and three points. The conclusion has great significance about controlling the contagion and holding the stability for the bank. Besides, the model could be used not only in the bank risk contagion but also in the else finance system for finance contagion.

关 键 词：银行风险 集合种群模型 元胞自动机 传染率 灭绝率 

分 类 号：F830[经济管理—金融学]