系统范式及延迟脉冲金融投资演化均衡模型的创新性研究

项目名称： 系统范式及延迟脉冲金融投资演化均衡模型的创新性研究

项目编号： No.70871056

项目类型： 面上项目

立项/批准年度： 2009

项目学科： 生物科学

项目作者： 姚洪兴

作者单位： 江苏大学

项目金额： 21万元

中文摘要： 本课题从分析金融资本投资市场系统的结构、功能、环境入手，进行投资市场效率的功能与优化分析。利用系统科学、动力系统稳定性、投资理论、演化博弈的理论与方法，从投资模型上研究系统的分析范式.然后对金融投资模型进行系统分析与综合，对内生金融增长动力学模型的初探，以及对证券投资模型展开了研究。通过对在投资模型上研究金融资本投资市场的脆弱性及动态博弈模型，进行扰动分析，然后选择能改善系统性能的一个稳定轨道（稳定路径），使金融资本投资市场迅速稳定到有效状态。接着从选择和改进博弈规则的角度，研究延迟脉冲金融资本投资模型，通过控制和分析序参量（慢变量），探讨金融投资市场的效率最优化。 同时也对金融危机与时滞复杂网络系统均衡分析等方面做了许多深入的研究。另外从复杂系统的角度讨论系统范式，取得了一定成果。最后对复杂网络系统的结构、功能等方面进行深入的分析，研究复杂网络系统的拓扑结构，探讨复杂网络系统的鲁棒性。在SSCI、SCI、EI、CSSCI源期刊上发表了一系列论文，研究成果具有一定的创新性和应用价值。

中文关键词： 系统范式；投资；演化博弈；时滞脉冲；复杂网络

英文摘要： In this paper investment market efficiency function and optimization analysis as well as the structure, function and environment of financial capital investment market were analyzed. System science, dynamic system stability, investment theory, the theory and methods of evolutionary game, the dynamic model of endogenous financial growth and securities investment model were researched. The capital investment model of the vulnerability of the financial market and dynamic game model, perturbation analysis, were studied and stable orbits were chosen to improve system performance, and make the financial capital investment market stable and effective state rapidly. The paper explored delay pulse of financial capital investment model from the perspective of selection and improvement of rules of the game. By controlling and analyzing the order parameter (slow variables) the paper discovered the path of economic growth and the regional financial risk early warning indicator system, financial crisis and delay complex network system equilibrium, etc. Some results are also achieved from discussing system paradigm in the perspective of complex systems. Finally research revealed in-depth analysis of the topology structure and the robustness from the structure, function and other aspects of complex network systems. A series of papers were published in SSCI、SCI、EI and CSSCI source journals，and the research achievement has certain innovation and application.

英文关键词： system paradigm; investment; evolutionary; delayed impulse; complex networks