双噪声统计分析下的企业绩效与其研发投入关系研究

Relationship between Enterprise Performance and R&D Investment under Double-noise Analysis

以International Business Machines Corporation(简称IBM)为研究样本,将非平衡统计理论及其朗之万方程运用到经济学领域,将企业看作经济学领域的非平衡系统,企业内部各种元素之间的相互作用看作是白噪声,企业外部因素对系统作用看作是色噪声,建立该领域的双噪声驱动下的广义朗之万方程。以该企业年报数据为原始数据,方程求解出企业研发投入与其绩效的统计关系。其统计关系表明企业绩效与研发投入呈非线性关系,并与企业绩效与研发投入的实际相吻合。

Taking IBM as the sample,this paper applies non-equilibrium statistical theory and Langevin equation to economic research and views enterprises as non-equilibrium systems in the field of economics.The interaction among various elements within the enterprise can be regarded as white noise.The effect external factors exert on the system of enterprise can be regarded as color noise.Based on the above mentioned conditions,a generalized Langevin equation driven by double noise in economic field is established.With the enterprise annual report data as the raw data,the statistical relationship between R&D investment and enterprise's performance is solved with Langevin equation.It suggests that there is a non-linear correlation between enterprise performance and R&D investment,which agrees with the actual situation.