摘要
从一类复杂金融系统的数学模型出发,分析这一模型产生分形、分岔的条件、各参数与产生分岔之间的关系等.通过理论分析和数值模拟计算,研究模型中各参数的变化情况,然后依此来分析这类金融系统局部产生复杂行为的条件,以及某一参数的变化对宏观经济政策的调整及对整个金融系统行为的影响,这一研究将有助于加深人们对这种金融系统全局复杂行为的理解.
On the mathematical model of a kind of complicated financial system, this paper analyses the conditions which bring about bifurcation and identifies the relationship between the bifurcation and each related parameter. By theoretical analysis and datasimulation, impact on the financial system from parameter variation has been studied. Upon the findings, the conditions, which response to the complicated local behavior of this kind of financial system, and the impact, on the whole financial system by variation of a certain kind of parameter, have been analyzed further.It is believed that this kind of study will deepen people′s understanding of the complicated financial system′s behavior as a whole.
出处
《天津大学学报(自然科学与工程技术版)》
EI
CAS
CSCD
北大核心
2003年第2期234-238,共5页
Journal of Tianjin University:Science and Technology
基金
国家自然科学基金资助项目(70271071).
关键词
金融系统
分岔
拓扑结构
全局复杂性
finance system
bifurcation
topological structure
global complicated character