含互联网货币基金的银行网络系统建模与仿真  

Modeling and Simulation of Bank Network System with Internet Monetary Fund

作　　者：范宏 王珂[1] 王直杰[1] Fan Hong;Wang Ke;Wang Zhijie(Donghua University, Shanghai 200051, China)

机构地区：[1]东华大学,上海200051

出　　处：《系统仿真学报》2018年第4期1237-1244,共8页Journal of System Simulation

基　　金：国家自然科学基金(71371046)

摘　　要：诸如"余额宝"的互联网货币基金成为我国银行系统重要的组成部分,含有互联网货币基金的银行网络系统具有何种特征及其稳定性是当下迫切需要研究的问题。采用网络系统动力学方法,分析互联网货币基金与传统的银行网络相互影响的动态关系,给出传统银行网络与货币基金网络之间的动态拆借算法与流程,构建基于现实的含有互联网货币基金的银行网络系统虚拟仿真模型,该模型可以模拟实现银行网络系统的运行过程。通过在各种参数值下对该系统的仿真,可以发现银行网络系统的运动特征及稳定性情况,为监管部门提供决策的依据。There are some internet monetary funds such as ＂Yuebao＂ becoming an important part of banking system in China in recent years. What kinds of the characteristics and stability of the banking system running are the most urgent problem needed to be solved. Based on the method of the network system dynamics, the dynamical relationship between the internet money fund and traditional bank network is analyzed, and a dynamical algorithm and process of borrowing-lending are provided. A simulation model of banking network system with the internet monetary fund is constructed, which can realize the running process of the banking network system. The characteristics and stability of the banking network system can be found by the simulation making for the supervision department. with various parameters, which can provide the decision

关 键 词：互联网货币基金 银行网络系统 建模与仿真 银行动态网络演化 

分 类 号：TP391.9[自动化与计算机技术—计算机应用技术]