互联网金融的国家战略需求和关键科学问题  

National strategic demand and key scientific issues in relation to internet finance

作　　者：叶强[1] 刘作仪[2] 孟庆峰[2] 马涛[1] 张紫琼[1] 熊熊[3] 李建平[4] 文凤华[5] 卢乃吉 郭海凤[1] 李勐[1] 

机构地区：[1]哈尔滨工业大学,哈尔滨150001 [2]国家自然科学基金委员会,北京100085 [3]天津大学,天津300073 [4]中国科学院科技政策与管理科学研究所,北京100080 [5]中南大学,长沙410083

出　　处：《中国科学基金》2016年第2期150-158,共9页Bulletin of National Natural Science Foundation of China

摘　　要：随着互联网技术与金融业相互渗透发展,互联网金融应运而生,随之出现的市场效率、价值研判、价格形成规律、风险度量及管理、服务运营管理、监管等问题引起学者们广泛关注。本文总结了互联网金融有关的国家战略需求和关键科学问题,包括"互联网金融的风险与监管"、"基于在线社会媒体数据的信用及风险评估理论"、"面向在线大数据的行为金融理论"、"在线数据与资产价格的动态关联及事件套利相关理论"、"程序化交易对金融市场的影响机制以及程序化交易的风险与监管"、"互联网金融运营管理中的关键问题",旨在为互联网金融相关研究提供方向性参考。With the development and the overlapping of internet technologies and financial industry, inter- net finance have emerged largely, which results in many problems like market efficiency, value analysis, pricing mechanism, risk measurement and management, service operation, regulation et al. This article summarizes national strategic demand and key scientific issues in relation to internet finance, including ＂risk and regulation of internet finance＂, ＂credit and risk assessment theories based on online social media data＂, ＂behavioral finance theory facing online big data＂, ＂ the dynamic relationship between online data and assets pricing and event arbitrage theory＂, ＂influence mechanism and risk regulation of program trading＂, ＂key questions in internet finance operation management＂, which aim at providing directional ref- erence for researchers.

关 键 词：风险度量 信用评估 在线大数据 事件套利 程序化交易 

分 类 号：F724.6[经济管理—产业经济] F832.2