基于熵及尖点突变理论的金融系统稳定性判断

The Judge of Financial System Stability based on Entropy and Catastrophe Theory

金融系统具有开放耗散结构,在不断耗散能量产生熵的同时,又在不断地与外界环境进行能量交换,从外界环境中汲取负熵。金融系统熵的变化是金融不稳定的根本诱因。文章基于耗散结构理论,对金融系统熵变进行分析;然后结合突变理论,构造金融系统势函数的尖点突变模型,并据此对金融系统稳定性条件进行判断,推导出金融系统处于不同状态时,系统要素集的变化特征;从金融系统控制要素的构成角度,分析金融发展的主要来源,推导金融系统的突变特征和临界选择:金融系统演化在一定的范围内是稳定的,然而金融系统存在着微小但却会导致有序的涨落机制,会在特定的条件下发生突变;金融系统演化中存在着多种不确定的非线性机制,会导致金融系统产生多样性。文章的研究能够有效对金融系统的稳定性进行判断,推进金融系统稳定性研究的发展。

Financial system is a system that has open dissipative structure. It dissipates energy and produces entropy. At the same time, it exchanges energy with the environment and absorbs the negative entropy. The change of financial system entropy is the root reason of financial instability. Based on dissipative structure theory , this paper would analysis the entropy of financial system. According to the entropy theory and the catastrophe theory , the financial system potential function can be constructed. By this , the stability of financial system can be judged. The characteristics of plain set when the system is derived in different states can be got. From the constitution point of financial system control elements , the main source of finance development can be analyzed , the mutation characteristics and critical choice of financial system can be obtained. In certain range , the process of financial system evolution is stable, but financial system has a small fluctuation mechanism which can make the system into order. The system can produce mutation in certain conditions. The system has various nonlinear mechanisms which can＇t be got. This can cause financial system to be diversity. The research is helpful to the judgment financial system＇s stability , and can promote the studies development of the system＇s stability.