本文選題：期貨市場(chǎng)　切入點(diǎn)：信息生態(tài)環(huán)境　出處：《長(zhǎng)春工業(yè)大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

【摘要】：我國(guó)期貨市場(chǎng)成立于上個(gè)世紀(jì)90年代,自我國(guó)期貨市場(chǎng)成立之日開始,期貨市場(chǎng)就成為我國(guó)博弈論的重要研究領(lǐng)域之一,由于期貨市場(chǎng)的信息不對(duì)稱性、信息重要性與信息的集中性等特征都成為經(jīng)濟(jì)領(lǐng)域主要的研究?jī)?nèi)容,因此期貨市場(chǎng)被視為最具博弈特征的交易場(chǎng)所。信息生態(tài)環(huán)境的期貨市場(chǎng)多主體動(dòng)態(tài)博弈是指在期貨市場(chǎng)的投資主體、投資信息和投資環(huán)境三者處于均衡狀態(tài)下,期貨市場(chǎng)的監(jiān)管層、期貨公司、交易所、期貨投資主體之間可視為理性經(jīng)濟(jì)人,三者為了各自的利益最大化,圍繞著信息的真實(shí)性、完整性、及時(shí)性和有效性進(jìn)行的動(dòng)態(tài)博弈。本文主要以博弈論為重要的分析工具,結(jié)合國(guó)內(nèi)外對(duì)期貨市場(chǎng)多主體動(dòng)態(tài)博弈的研究成果著重對(duì)期貨市場(chǎng)組織者、市場(chǎng)中介、市場(chǎng)投資者、市場(chǎng)監(jiān)管者之間的動(dòng)態(tài)博弈進(jìn)行著重研究,首先根據(jù)期貨市場(chǎng)不同的參與主體間特點(diǎn)、性質(zhì)、功能的不同,分析信息生態(tài)環(huán)境對(duì)不同參與主體所產(chǎn)生的不同影響。然后通過(guò)分析期貨市場(chǎng)參與主體之間的動(dòng)態(tài)博弈機(jī)理并結(jié)合相關(guān)理論進(jìn)而構(gòu)建出期貨市場(chǎng)多主體動(dòng)態(tài)博弈模型,進(jìn)而更加深入、全面地了解信息生態(tài)環(huán)境下的期貨市場(chǎng)多主體動(dòng)態(tài)博弈,并且通過(guò)對(duì)動(dòng)態(tài)博弈模型的分析得出相應(yīng)結(jié)論。最后為使我國(guó)的期貨市場(chǎng)能夠更加健康、穩(wěn)定的發(fā)展,對(duì)期貨市場(chǎng)信息生態(tài)環(huán)境的不斷優(yōu)化提出現(xiàn)實(shí)有效的意見(jiàn)。
[Abstract]:China's futures market was founded in -10s. Since the establishment of China's futures market, futures market has become one of the important research fields of game theory in China, because of the information asymmetry of futures market. The importance of information and the centralization of information have become the main research contents in the economic field. Therefore, the futures market is regarded as the most characteristic trading place. The multi-agent dynamic game in the information ecological environment means that the investment subject, the investment information and the investment environment are in equilibrium in the futures market. The regulatory level of the futures market, futures companies, exchanges, futures investment subjects can be regarded as rational economic person, the three for their own benefit maximization, around the authenticity and integrity of the information, This paper mainly takes game theory as an important analysis tool, combined with the research results of multi-agent dynamic game in futures market at home and abroad, focusing on the futures market organizers, market intermediaries, market investors, The dynamic game between market regulators is studied emphatically. Firstly, according to the characteristics, nature and function of different participants in futures market, This paper analyzes the different influences of the information ecological environment on different participants, and then through analyzing the dynamic game mechanism among the participants in the futures market and combining the relevant theories, constructs the multi-agent dynamic game model of the futures market. Further deeper and more comprehensive understanding of the futures market multi-agent dynamic game under the information ecological environment, and through the analysis of the dynamic game model to draw the corresponding conclusion. Finally, in order to make the futures market of our country more healthy and stable development, This paper puts forward practical and effective opinions on the continuous optimization of the information ecological environment of futures market.
【學(xué)位授予單位】：長(zhǎng)春工業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F724.5

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本文編號(hào)：1560668