金融网络的模型和优化  

The Model and Optimization of Financial Networks

作　　者：庄新田[1] 黄小原[1] 聂红梅[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110004

出　　处：《中国管理科学》2003年第2期7-10,共4页Chinese Journal of Management Science

基　　金：辽宁省自然科学基金资助项目(9910200208)

摘　　要：金融网络就是经济系统中资金循环,文献[1-8]研究了金融网络的模型。本文则在文献[1-8]金融网络模型的基础之上,建立了资产、负债、适度规模和价格的改进模型。这一改进模型考虑了所有经济部门的金融工具的风险、金融网络的经济资源约束、资产和负债的会计帐户约束等问题。模型的改进适用于应用。文章采用了进化规划算法,并依此进行仿真实验。Financial networks is the circular flow of funds in an economy. In Referencesthe model of financial networks have been researched .In this paper,we propose an improved model about assets,liabilities,appropriate sizes and prices,based on the financial networks models in references.This new model considers for all sectors the risks of financial instruments,the constraints for economic resource in financial networks,the constraints for the accountings of assets and liabilities. The improved model is more appropriate for application.We use the evolution programming algorithm to make simulations.

关 键 词：金融网络 资产 负债 投资规模 价值优化 仿真 

分 类 号：F830.9[经济管理—金融学]