基于SEIS模型的互联网金融风险传染研究  

Internet financial risk contagion based on SEIS model

作　　者：米传民 钱媛媛 Mi Chuanmin;Qian Yuanyuan(College of Economics and Management,Nanjing University of Aeronautics and Astronautics,Nanjing 211106,China)

机构地区：[1]南京航空航天大学经济与管理学院

出　　处：《南京理工大学学报》2019年第6期800-806,共7页Journal of Nanjing University of Science and Technology

基　　金：国家社会科学基金(17BGL055);江苏省研究生教育教学改革课题(JGLX19_014);南京航空航天大学研究生教育教学改革研究项目(2018YJXGG17)

摘　　要：针对互联网金融发展带来的金融风险增加的问题,运用复杂网络方法构建互联网金融网络,建立具有潜伏期的易感者-潜伏者-染病者-易感者(SEIS)模型,研究单因素和双因素影响下的互联网金融风险网络传播的内在规律。结果表明:在单因素变化情况下,感染率越高,风险越容易传播,提高治愈率可以有效降低风险感染率;在双因素共同作用下,潜伏率超过0.2时转化率的上升会影响最终感染节点数量,治愈率的上升能够很好地遏制感染率上升对感染密度的影响。Aiming at the increasing financial risk with the development of internet finance,an internet financial network is constructed using the complex network method,and a susceptible-exposed-infected-susceptible(SEIS)model with latency is established to study the inherent law of internet financial risk network propagation under the influence of single factor and two factors.The results show that:in the case of single factor changing,the higher the infection rate is,the easier the risk spreading is,and higher cure rate can reduce the risk of infection effectively;under the combined effect of two factors,the increase of the conversion rate can affect the number of the final infected nodes with the latent infection rate above 0.2,and the increase of the cure rate can well suppress the influence of the increase of the infection rate on the infection density.

关 键 词：互联网金融 风险传染 复杂网络方法 感染率 治愈率 潜伏率 

分 类 号：F830[经济管理—金融学]