基于群体智能协商算法的金融系统网络抗风险研究

项目名称： 基于群体智能协商算法的金融系统网络抗风险研究

项目编号： No.61304180

项目类型： 青年科学基金项目

立项/批准年度： 2014

项目学科： 自动化技术、计算机技术

项目作者： 王宗尧

作者单位： 东北财经大学

项目金额： 23万元

中文摘要： 本课题以群体智能算法为基础，建立分布式金融系统网络的风险预警机制和抗风险保护机制。 首先，利用图论和控制理论建立金融系统网络的连续化数学模型。 并以金融系统的资金流动形式为研究对象，探究金融系统在金融危机冲击下的资金流动模式、危机传染方式和传染路径，从而为风险预警机制以及抗风险对策研究奠定基础。 其次，利用群体协商式算法实现分布式金融系统网络预警机制，并采用群体协商式卡尔曼滤波器实现风险预测。 最后采用群体协商算法建立分布式金融系统的保护机制。 本项目将揭示在金融危机冲击下，分布式金融系统的资金流动特征与形式。 并利用群体智能算法从宏观上实现对整个金融系统的预警和保护。 该项目的研究成果可以为国内金融系统的控制和保护策略提供科学依据。 对于推动我国金融系统网络的建设和发展，加强国内金融系统的抗风险能力具有重要意义。

中文关键词： 群体智能；协商式算法；金融系统；金融风险；

英文摘要： 英文摘要(限3000 Characters)： The collective and cooperation behavior of living beings, such as flocks of bird， shoals of fish, herds of wildebeest has certain advantages, including avoiding predators, increasing the chance of finding food, saving energy, etc. Inspired by biological behaviors, swarming intelligent has become an active research area in the past few years. Swarming intelligent has been widely used to control or to organize large scale distributed systems, such as controlling the traffic flow, airport flights, network communication and managing economic\social systems. Through the literature review, it is found that the swarming intelligence has been used to research contagion problems in finance network. Most of the research outcomes are related to the failure of finance system with different structures. But there is no effective crisis management to protect the finance network. Our research will focus on the contagion prediction and crisis protection of finance network. A distributed controller will be designed to predict and protect the finance network from contagion destruction of finance crisis. In this project，we propose to model the finance network as a graph. For the purpose of analyzing, the finance agents and funds transaction channels between them are modeled as vertices and edges of a gr

英文关键词： Swarm Intelligence；Consensus Algorithm；Finance System；Risk Resistance；