银行储户悲观情绪传染的元胞自动机模型研究

On the Cellular Automata Model of Pessimism Infection Among Depositors

根据储户悲观情绪传染的特点,借助于生物学传染病模型的集合种群理论构建储户悲观情绪的传染模型,利用元胞自动机方法对储户悲观情绪传染进行时空动态模拟。通过研究这种悲观情绪在储户之间的传染规律和传染具有的动力学行为,试图从储户悲观情绪传染的微观层面揭示银行挤兑机理,为阻断和延缓由于储户提前支取造成恐慌的传染提供参考,同时还可以为防止银行危机的发生,保持银行稳定性提供理论支持。

According to the characteristics of the pessimism infection of the depositors, we con- struct the pessimism infection model for depositors by means of population model in biology. The dynamic process of the contagion in time and space is simulated by the cellular automata model. Through the study of transmission rules and the dynamics behavior the causes of the bank runs will be reveled from the microscopic level of the pessimism contagion for depositors. It is signifi- cant to block and postpone the early withdrawal of depositors. At the same time, it can provide theoretical support for us to prevent the banks from the banking crisis, and at the same time it al- so can keep the bank system stable.