基于网格计算的机构投资者IRMIS研究

IRMIS of Institutional Investors Based on Grid Computing

在评述集成风险管理理论进展的基础上 ,指出了机构投资者集成风险管理信息系统(IRMIS)的复杂自适应系统 (CAS)特征 ;引入网格计算思想提出了基于网格计算的机构投资者IRMIS的概念、特点及其系统原型 ,该原型具有多智能体 (Multi Agent)的良好结构 ,并基于管理熵对原型各Agent间的耦合关系进行了优化 ,强调风险管理战略、组织、方法。

With the review of advanced integrated risk management theories, grid computing methodology is introduced from the view of institutional investors integrated risk management information system(IRMIS) as a complex adaptive system(CAS), which provides the research for proposing the conception, characteristics and systematic prototype. The prototype has a favorable structure based on Multi Agent. The coupling relationship among each Agent is optimized with management entropy, which emphasizes the integration of risk management strategies, organization, methodology, information, culture, and process factors.