关联信用风险演化结构与传染机理研究

项目名称： 关联信用风险演化结构与传染机理研究

项目编号： No.71271043

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 管理科学

项目作者： 周宗放

作者单位： 电子科技大学

项目金额： 58万元

中文摘要： 本项目基于关联信用风险的复杂性和系统性特征，结合信用风险管理、复杂系统、图论、传染病学、行为科学以及计算机仿真等多学科的理论和方法，对关联信用风险的演化结构和传染机理展开基础性理论研究。首先，在建立关联信用风险演化结构的基础网络模型的基础上，引入链路预测的相关理论，构建刻画关联信用风险传染机理的演化结构基本模型，从理论层面上研究关联主体的信用风险和关联信用风险演化结构之间的相互作用机理，并建立关联信用风险动态评估模型；其次，对关联信用风险演化过程的突变、协同和延迟效应进行分析，揭示关联信用风险动态演化的系统性特征；再次，借鉴传染病学模型，针对多种关联环境，构建基于传染病学原理的关联信用风险传染过程模型，进而深入剖析关联信用风险的传染机理；进一步，研究在有限理性下关联主体之间的博弈对关联信用风险演化过程的影响，将行为因素嵌入关联信用风险的演化过程中；最后，对关联信用风险的演化过程进行模拟仿真

中文关键词： 关联信用风险；关联主体；关联方式；传染；系统仿真

英文摘要： The project is to research about the basic theory of evolution structure and infection mechanism of the associated credit risk based on the complexity and systematic characteristics of the associated credit risk, being combined with different theories and methods such as credit risk management, complex system, graph theory, epidemiology, behavioral science, computer simulation and others. Firstly, based on the establishing of the basic network model of associated credit risk evolution structure, the related theory of link prediction will be introduced in this project,and the basic model of the evolution structure portraying the infection mechanism of the associated credit risk will be constructed subsequently.Through the research on the interaction mechanism between associated subject' credit risk and the evolution of the associated credit risk structure from the theoretical level, a dynamic assessment model of associated credit risk will be constructed.Secondly we will analyze the mutagenic,synergies and delaying effect in the evolution process of the credit risk to reveal the systematic characteristics of the associated credit risk dynamic evolution.Thirdly,referencing the epidemiology model, according to a variety of associated environments, we will establish the credit risk infection model based on epidemiol

英文关键词： associated credit risk；associated subject；association mode；infection；system simulation