發(fā)布時間：2018-01-30 21:01

  本文關(guān)鍵詞： 風險與預(yù)警管理 應(yīng)急預(yù)案 金融非常規(guī)突發(fā)事件　出處：《武漢理工大學》2013年碩士論文　論文類型：學位論文

【摘要】：全球金融行業(yè)險象環(huán)生,2007年美國次貸危機的陰霾還未散去,歐洲大陸又發(fā)生了足以令全球金融行業(yè)為之動容的歐債危機。隨著金融全球化的進程的逐步深入,其他國家發(fā)生的金融安全事件誘發(fā)我國金融非常規(guī)突發(fā)事件的概率也逐漸增高。然而,面對如此嚴峻的金融環(huán)境,我國金融行業(yè)現(xiàn)有的應(yīng)對突發(fā)事件的預(yù)案體系卻表現(xiàn)的十分乏力。不僅操作性不強,而且缺乏針對性,即使面對常規(guī)性金融突發(fā)事件實施效果也表現(xiàn)不佳。可以想象,一旦在我國某些地區(qū)發(fā)生了金融非常規(guī)突發(fā)事件,它會像SARS一樣快速蔓延至全國并在毫無抵抗的情況下升級為金融危機。在這樣的背景下,構(gòu)建快速生成并優(yōu)化金融非常規(guī)突發(fā)事件應(yīng)急預(yù)案模型具有較強的現(xiàn)實意義。 本文綜合已有研究文獻,采用映射對比的方法,將生物免疫原理映射于金融管理系統(tǒng)中,運用遺傳與免疫算法,對應(yīng)急預(yù)案生成優(yōu)化過程進行模擬仿真。本文的研究內(nèi)容主要分為三個部分。第一部分,主要介紹了金融非常規(guī)突發(fā)事件的內(nèi)涵特征及演化機理。綜合有關(guān)非常規(guī)突發(fā)事件與金融安全事件的研究文獻,在已有非常規(guī)突發(fā)事件定義基礎(chǔ)上,賦予金融安全事件特性,從而對金融非常規(guī)突發(fā)事件的定義與特征進行概括描述。同時,將非常規(guī)突發(fā)事件以及金融危機兩者演化規(guī)律進行融合,描述金融非常規(guī)突發(fā)事件的特殊演化軌跡,并提出金融風險、金融非常規(guī)突發(fā)事件以及金融危機三者之間的轉(zhuǎn)換規(guī)律,提出金融非常規(guī)突發(fā)事件風險基因編碼概念。第二部分,主要構(gòu)建了金融免疫系統(tǒng)中應(yīng)急預(yù)案生成優(yōu)化的理論框架。通過描述金融免疫系統(tǒng)與生物免疫系統(tǒng)間要素的映射關(guān)系,提出應(yīng)急預(yù)案生成優(yōu)化模型的主要構(gòu)成元素,包括抗原、風險識別器、風險效應(yīng)器以及預(yù)案記憶庫等,并就預(yù)案生成與優(yōu)化模型運行機制加以說明。第三部分,為本文的核心部分,主要介紹了基于免疫學的金融非常規(guī)突發(fā)事件應(yīng)急預(yù)案生成與優(yōu)化模型的運行過程,提出了系統(tǒng)進化與免疫接種兩種預(yù)案生成優(yōu)化模式。 本文的創(chuàng)新點為：(1)提出了金融非常規(guī)突發(fā)事件特殊定義內(nèi)涵,構(gòu)建了金融非常規(guī)突發(fā)事件的演化機理：(2)構(gòu)建了基于免疫原理的金融非常規(guī)突發(fā)事件應(yīng)急預(yù)案生成優(yōu)化理論框架,提出了金融非常規(guī)突發(fā)事件應(yīng)急預(yù)案進化與疫苗接種兩種生成優(yōu)化模式。 本文是國家自然科學基因重大研究計劃培育項目“基于免疫學的非常規(guī)突發(fā)事件應(yīng)急管理主動防御多智能系統(tǒng)”(批準號：91024020)的子課題研究成果。
[Abstract]:Global financial industry is perilous, in 2007, the U. S. subprime mortgage crisis haze has not dissipated. The European continent has experienced a European debt crisis that has moved the global financial industry. With the gradual deepening of the process of financial globalization. The probability of unconventional financial emergencies induced by financial security events in other countries is also increasing gradually. However, in the face of such a severe financial environment. The existing financial industry in China's emergency response plan system is very weak, not only operational is not strong, but also lack of pertinence. Even in the face of conventional financial emergencies the implementation effect is not good. It can be imagined that once in some areas of our country financial unconventional emergencies occurred. It will spread to the country as quickly as SARS does and escalate into a financial crisis without resistance. In this context. It is of great practical significance to construct and optimize the emergency plan model of unconventional financial emergencies. In this paper, the genetic and immune algorithms are used to map the principle of biological immunity to the financial management system. The optimization process of emergency plan generation is simulated and simulated. The research content of this paper is divided into three parts. The first part. This paper mainly introduces the connotation characteristics and evolution mechanism of financial unconventional emergencies, synthesizes the research literature about unconventional emergencies and financial security events, based on the existing definition of unconventional emergencies. The characteristics of financial security events are given to describe the definition and characteristics of unconventional emergencies. At the same time, the evolution laws of unconventional emergencies and financial crises are combined. This paper describes the special evolution track of unconventional financial emergencies, and puts forward the transformation rules of financial risks, financial unconventional emergencies and financial crises. This paper puts forward the concept of financial unconventional emergency risk gene coding. The second part. The theoretical framework of emergency plan generation optimization in the financial immune system is constructed, and the mapping relationship between the financial immune system and the biological immune system is described by describing the mapping between the elements of the financial immune system and the biological immune system. Put forward the main elements of the emergency plan generation optimization model, including antigen, risk recognizer, risk effector and memory bank, etc., and explain the operation mechanism of the plan generation and optimization model. The third part. For the core of this paper, this paper mainly introduces the operation process of the financial unconventional emergency contingency plan generation and optimization model based on immunology, and puts forward two kinds of optimization models of system evolution and immunization. The innovation of this paper is: (1) the special definition of unconventional financial emergencies is put forward. The evolvement mechanism of financial unconventional emergencies is constructed. (2) the theoretical framework of the generation and optimization of financial unconventional emergency contingency plans based on immune principle is constructed. In this paper, two kinds of optimization models of financial unconventional emergency contingency plan, evolution and vaccination, are proposed. This paper is a project of the National Natural Science Gene Major Research Program "Multi-Intelligent system for active Defense of unconventional Emergency Management based on Immunology" (Grant No.: 91024020). The results of research on subtopics in this paper.
【學位授予單位】：武漢理工大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F830.9;F224

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