本文關(guān)鍵詞： 金融中介 復(fù)雜適應(yīng)性系統(tǒng)仿真 Swarm 涌現(xiàn) 金融監(jiān)管　出處：《華僑大學(xué)》2014年博士論文　論文類型：學(xué)位論文

【摘要】：金融活動和經(jīng)濟(jì)運(yùn)行關(guān)系緊密，目前經(jīng)濟(jì)運(yùn)行中幾乎所有的金融活動都是以金融中介為中心展開的。因此，金融中介在整體經(jīng)濟(jì)運(yùn)行中占據(jù)著十分重要的地位。二十一世紀(jì)以來，金融中介的類型日趨增加，其構(gòu)成和活動也日趨復(fù)雜。傳統(tǒng)的金融中介機(jī)構(gòu)——商業(yè)銀行、證券公司和保險公司不斷變換自己的組織形式和運(yùn)作方式，新的金融中介機(jī)構(gòu)也不斷產(chǎn)生，競爭下的金融中介呈現(xiàn)多元化的結(jié)構(gòu)。隨著人們對金融中介的了解逐漸深入，其理論也得到不斷的發(fā)展。本文認(rèn)為眾多金融中介主體通過有意識的自適應(yīng)活動，進(jìn)化和涌現(xiàn)形成了復(fù)雜的金融系統(tǒng)。 在上述背景下，本文所研究的對象是基于復(fù)雜適應(yīng)性系統(tǒng)觀的金融中介仿真研究。有別于主流數(shù)量經(jīng)濟(jì)學(xué)的研究方法，本文運(yùn)用復(fù)雜適應(yīng)性系統(tǒng)Swarm仿真平臺，研究金融中介的產(chǎn)生、發(fā)展和均衡問題，進(jìn)而討論了金融預(yù)警Swarm模型的應(yīng)用和提出相關(guān)政策建議。 本文的研究方法是通過構(gòu)建模型進(jìn)行復(fù)雜適應(yīng)性系統(tǒng)仿真研究。首先構(gòu)建金融中介Swarm模型來對金融中介的微觀涌現(xiàn)和宏觀均衡進(jìn)行仿真研究，隨后構(gòu)建內(nèi)金融中介Swarm模型來對金融中介內(nèi)部所有者與經(jīng)營者之間的激勵關(guān)系進(jìn)行仿真研究，最后通過金融預(yù)警模型對由鏈接形成的多集合、多層次的金融系統(tǒng)進(jìn)行仿真研究，以實(shí)現(xiàn)復(fù)雜適應(yīng)性系統(tǒng)觀的金融監(jiān)管。 本文的研究內(nèi)容可概括為三個方面：在理論研究方面，綜合闡述了國內(nèi)外關(guān)于金融中介理論和復(fù)雜適應(yīng)性系統(tǒng)仿真兩方面的研究結(jié)果和應(yīng)用情況。通過對不同市場條件下金融中介理論的研究，提出了金融中介的復(fù)雜適應(yīng)性系統(tǒng)觀。同時系統(tǒng)闡述了復(fù)雜適應(yīng)性系統(tǒng)仿真平臺——Swarm的來源、建模思想、結(jié)構(gòu)和方法，并介紹了Swarm平臺的延伸類庫EVO生命進(jìn)化仿真系統(tǒng)。在復(fù)雜適應(yīng)性系統(tǒng)仿真方面，通過從我國“晉商”票號的產(chǎn)生和衰落問題入手，分別構(gòu)建了金融中介和內(nèi)金融中介Swarm仿真模型。研究了仿真模型微觀涌現(xiàn)和宏觀均衡的問題，提出了基于鏈接的多集合、多層次的金融系統(tǒng)Swarm模型的觀點(diǎn)。在政策建議方面，衍生發(fā)展出金融預(yù)警Swarm模型，來解決金融監(jiān)管中存在的問題。結(jié)合金融監(jiān)管FSAP評估工作，討論了金融預(yù)警Swarm模型的應(yīng)用，對我國金融監(jiān)管框架和金融監(jiān)管數(shù)據(jù)信息化的發(fā)展給出了相關(guān)建議。 本文的創(chuàng)新之處在于：1、用復(fù)雜適應(yīng)性系統(tǒng)理論解釋和討論金融中介問題，提出了金融中介的復(fù)雜適應(yīng)性系統(tǒng)觀。解決了主流數(shù)量經(jīng)濟(jì)學(xué)理論無法統(tǒng)一和動態(tài)解釋金融中介本質(zhì)、行為和功能的缺陷；2、借助涌現(xiàn)這一復(fù)雜適應(yīng)性系統(tǒng)的特殊現(xiàn)象，金融中介Swarm模型在微觀層面仿真了金融中介的產(chǎn)生，在宏觀層面通過主體屬性和行為調(diào)整分析金融系統(tǒng)均衡的變化，實(shí)現(xiàn)了微觀金融中介主體和宏觀金融系統(tǒng)的連通；3、構(gòu)建了基于復(fù)雜適應(yīng)性系統(tǒng)觀的金融中介和內(nèi)金融中介Swarm仿真模型。解釋了金融中介的產(chǎn)生和發(fā)展，推演金融中介內(nèi)部所有者和經(jīng)營者之間的運(yùn)行機(jī)制。探討Swarm模型之間的鏈接關(guān)系，并提出了多層次Swarm模型的概念；4、提出了金融中介Swarm模型在金融監(jiān)管中的應(yīng)用，將金融預(yù)警Swarm模型用于金融監(jiān)管FSAP評估工作，并針對我國金融監(jiān)管框架和金融監(jiān)管數(shù)據(jù)信息化發(fā)展給出了合理有效的政策建議。 本文的理論意義與現(xiàn)實(shí)意義在于：1、復(fù)雜適應(yīng)性系統(tǒng)理論在金融中介中的應(yīng)用為系統(tǒng)的、動態(tài)的研究金融中介問題提供了理論依據(jù)；2、復(fù)雜適應(yīng)性系統(tǒng)仿真有助于動態(tài)觀測金融中介主體的自適應(yīng)活動、微觀涌現(xiàn)現(xiàn)象和宏觀均衡狀態(tài)；3、金融中介Swarm仿真模型完成了金融中介微觀與宏觀的連通，為今后的定量分析提供了良好基礎(chǔ)。通過參數(shù)和條件設(shè)置，定量模擬、分析和預(yù)測金融中介問題和金融市場均衡；4、適應(yīng)我國金融混業(yè)監(jiān)管的要求，，通過“鏈接”金融中介Swarm子模塊，嘗試跨地域、跨部門的不同金融中介模型的鏈接與仿真模擬；5、提出金融預(yù)警Swarm模型，對金融中介的運(yùn)行和整體金融系統(tǒng)均衡狀態(tài)進(jìn)行模擬和預(yù)警，可以解決金融監(jiān)管中的系統(tǒng)性風(fēng)險事前預(yù)警與事后控制不夠、金融監(jiān)管交叉重復(fù)與真空地帶同在和金融監(jiān)管的國際合作不到位這三方面的問題；6、提出了金融預(yù)警Swarm模型在金融監(jiān)管FSAP評估工作中的應(yīng)用，對我國金融監(jiān)管框架和金融監(jiān)管數(shù)據(jù)信息化發(fā)展提出了相應(yīng)的政策建議。
[Abstract]:The financial and economic operation are closely related, almost all of the financial activities in the economy are based on financial intermediaries as the center. Therefore, financial intermediation plays a very important role in the overall economy. Since twenty-first Century, the financial intermediary type gradually increased, its structure and activity is becoming more and more complicated financial intermediaries. - the traditional commercial banking institutions, securities companies and insurance companies continue to transform their organization and operation, new financial intermediaries have been produced, the financial intermediary competition under the diversified structure. With the understanding of the financial intermediaries gradually, its theories have been continuously developed. This paper argues that many of the financial intermediary the subject through conscious adaptive activities, evolution and emergence formed a complex financial system.
Under the above background, this paper is to study the financial intermediary simulation based on complex adaptivesystem theory. Research methods from mainstream quantitative economics, this paper uses the complex adaptive system Swarm simulation platform, the research of financial intermediation, development and equilibrium problems, and then discusses the application of financial early warning Swarm model and put forward the relevant policy recommendations.
The research method of this paper is to study the complex adaptive system simulation model. Firstly, through the construction of financial intermediation Swarm model of financial intermediation and the emergence of micro macro equilibrium simulation, then constructs the Swarm model of financial intermediary between the owner and operator of the financial intermediary internal incentive relationship. Through the simulation, finally through the financial early-warning model by the formation of multi link set, simulation research on the financial system of multiple levels, in order to achieve the financial supervision theory of complex adaptive system.
The research contents of this paper can be summarized as three aspects: in the aspect of theory research, comprehensively elaborated the domestic and foreign about the two aspects of financial intermediation theory and complex adaptive system simulation and application of research results. Through the research on the theory of financial intermediary under different market conditions, a complex adaptive system of financial intermediation system and concept. Describes the source of complex adaptive system simulation platform Swarm modeling idea, structure and method, and introduces the extension of Library EVO life evolution simulation system on Swarm platform. In the complex adaptive system simulation aspects, through from China's Shanxi Piaohao and fading of the financial intermediary and financial intermediary Swarm study on the simulation model are built. Simulation model of micro and macro equilibrium problems emerge, is proposed based on Swar set of links, multi-level financial system M model point of view. The policy proposals, the development of derivative financial early warning Swarm model to solve the problems in financial regulation. Financial supervision with FSAP assessment work, discussed the application of financial early warning Swarm model, are given to the development of China's financial regulatory framework and supervision of financial data information of the relevant recommendations.
The innovation of this paper lies in: 1, using the complex adaptive system theory to explain and discuss the problem of financial intermediation, put forward the concept of complex adaptive system of financial intermediation is solved. The mainstream economic theory can not be unified number and dynamic interpretation of financial intermediary nature, behavior and function defect; 2, with the emergence of the phenomenon of complex adaptive system Swarm model, financial intermediaries in the micro level simulation of the financial intermediary, at the macro level through the subject attribute and behavior adjustment changes of balanced financial system, realized the communication of micro finance and macro financial intermediaries system; 3, construct complex adaptivesystem theory of financial intermediary and financial intermediary based on the Swarm simulation model. To explain the emergence and development of financial intermediaries, financial intermediation internal operation mechanism between deduction of owners and operators of Swarm model. The relationship between the links, and put forward the concept of hierarchical Swarm model; 4, put forward the application of Swarm model in financial intermediation in financial supervision, the financial early-warning model for financial supervision Swarm FSAP assessment work, and for the development of this financial regulatory framework and regulatory data of financial information in our country the reasonable and effective policy recommendations.
Is the theoretical significance and the practical significance of this paper: 1, the complex adaptive system theory application in financial intermediation in the system, provides a theoretical basis for the dynamic study of financial intermediation problem; 2, the simulation of complex adaptive system contributes to the dynamic observation of financial intermediary main adaptive activities, micro and macro equilibrium phenomenon; 3, the Swarm simulation model of financial intermediary completed the financial intermediary of micro and macro connectivity, provides a good basis for future quantitative analysis. The parameters and conditions set, quantitative simulation, analysis and prediction of financial intermediary and financial market equilibrium; 4, to adapt to China's financial regulatory requirements, through the link of financial intermediation Swarm sub module, try to cross regional, simulation and Simulation of different models of financial intermediary links across sectors; 5, the financial early-warning model of Swarm, and the whole operation of financial intermediation Simulation of early warning and financial system equilibrium, can solve the financial supervision and regulation system of risk early warning and control after enough, international cooperation in financial supervision and overlapping vacuum presence and financial supervision is not in place of the three aspects of the problem; 6, put forward the application of financial early warning model in Swarm FSAP in the assessment of financial supervision the corresponding policy suggestions on the development of China's financial regulatory framework and supervision data of financial information is proposed.

【學(xué)位授予單位】：華僑大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2014
【分類號】：F830;F224

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