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金融市场的微观动力学及其数值模拟研究 被引量:3
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作者 郑波 《管理学报》 CSSCI 2009年第12期1608-1613,共6页
回顾了国家自然科学基金资助项目"金融和生命系统微观动力学及其数值模拟研究"(70371069)的立项和实施过程,介绍该项目在金融动力学方面的研究成果,特别关注中西方金融市场的对比研究,重点论述杠杆效应与反杠杆效应、个体股... 回顾了国家自然科学基金资助项目"金融和生命系统微观动力学及其数值模拟研究"(70371069)的立项和实施过程,介绍该项目在金融动力学方面的研究成果,特别关注中西方金融市场的对比研究,重点论述杠杆效应与反杠杆效应、个体股票价格的交叉关联、股票价格大波动与金融危机,以及微观多体模型的构建和数值模拟。 展开更多
关键词 金融动力学 复杂系统 统计物理 交叉学科
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金融资本积累动力学——伊斯梅尔·侯赛因—扎德对马克思经济危机理论的发展
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作者 孙寿涛 鞠新瑞 《当代经济研究》 CSSCI 北大核心 2024年第6期62-69,F0003,共9页
对金融部门和金融资本的运行机制与内在矛盾进行深度分析是正确理解当代金融危机的基础,伊斯梅尔·侯赛因—扎德提出的以金融资本积累动力学为内核的金融危机理论在此方面有独特贡献。他从历史和理论双重维度确证金融部门独立化的事... 对金融部门和金融资本的运行机制与内在矛盾进行深度分析是正确理解当代金融危机的基础,伊斯梅尔·侯赛因—扎德提出的以金融资本积累动力学为内核的金融危机理论在此方面有独特贡献。他从历史和理论双重维度确证金融部门独立化的事实,以此为基础,提出金融资本动态积累理论,强调金融资本积累根源于生产资本积累趋势的内在矛盾,是这一内在根本性矛盾的历史转化形式。金融资本动态积累理论揭示出金融资本在金融部门内部系统性自我膨胀的运行机制及其界限。以此为内核,他给出解释当代金融危机的新框架,即“金融部门独立化——金融资本的动态积累(金融资本过度积累)——金融危机——长期性经济衰退”。这一解释框架将以生产资本积累内在矛盾为核心的经济危机理论拓展到以金融资本积累动力学为核心的金融危机理论,实现对马克思经济危机理论的时代发展。他的理论对中国加快金融强国建设有重要启示,一方面要规制和疏导金融部门独立化的倾向;另一方面要防范国际金融资本收割。 展开更多
关键词 金融部门独立化 金融资本积累动力学 金融强国建设
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中国股指中保持概率的模型分析 被引量:2
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作者 施晓燕 周明华 李春艳 《浙江工业大学学报》 CAS 北大核心 2009年第6期670-673,共4页
对金融动力学中保持概率分布进行相关的详细分析,根据大量的沪深300,上证指数和深圳成指等指数,运用Matlab处理分析数据,研究保持概率的一般及特殊情况,并对模型进行拟合及比较.研究结果表明指数在一定时间内确实是保持概率的,尤其在前1... 对金融动力学中保持概率分布进行相关的详细分析,根据大量的沪深300,上证指数和深圳成指等指数,运用Matlab处理分析数据,研究保持概率的一般及特殊情况,并对模型进行拟合及比较.研究结果表明指数在一定时间内确实是保持概率的,尤其在前100 d内,表现出较为明显的动力学现象.这说明金融动力学在中国股指中保持概率的应用研究是可行的. 展开更多
关键词 金融动力学 中国股指 保持概率
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Effects of La substitution on microstructure and hydrogen storage properties of Ti−Fe−Mn-based alloy prepared through melt spinning 被引量:6
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作者 Ze-ming YUAN Zhen QI +3 位作者 Ting-ting ZHAI Hong-zhang WANG Hai-yan WANG Yang-huan ZHANG 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2021年第10期3087-3095,共9页
The as-spun Ti_(1−x)La_(x)Fe_(0.8)Mn_(0.2)(x=0,0.01,0.03,0.06,0.09,molar fraction)alloys were prepared by melt spinning.The effects of La substitution for Ti on the microstructure,hydrogen storage kinetics and thermod... The as-spun Ti_(1−x)La_(x)Fe_(0.8)Mn_(0.2)(x=0,0.01,0.03,0.06,0.09,molar fraction)alloys were prepared by melt spinning.The effects of La substitution for Ti on the microstructure,hydrogen storage kinetics and thermodynamics of TiFe-type Ti−Fe−Mn-based alloy were investigated.The as-spun alloys hold the TiFe single phase,which transforms to TiFeH_(0.06),TiFeH,and TiFeH_(2) hydrides after hydrogenation.La substitution promotes the formation of micro-defects(such as dislocations and grain boundaries)in the alloys,thus facilitating hydrogen diffusion.In addition,the hydrogen storage kinetics properties are improved after introducing La element.With the rise of La content,the hydrogen storage capacity decreases firstly and then increases,but the absolute value of hydriding enthalpy change(|ΔH|)increases firstly and then reduces.When x=0.01,the maximum value of|ΔH|is obtained to be(25.23±0.50)kJ/mol for hydriding,and the alloy has the maximum hydrogen absorption capacity of(1.80±0.04)wt.%under the conditions of 323 K and 3 MPa. 展开更多
关键词 La substitution Ti−Fe−Mn-based alloy melt spinning hydrogen storage kinetics thermodynamics
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Small and Medium-Sized Enterprises Closed-Loop Supply Chain Finance Risk Based on Evolutionary Game Theory and System Dynamics 被引量:6
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作者 张诚 《Journal of Shanghai Jiaotong university(Science)》 EI 2016年第3期355-364,共10页
After building a dynamic evolutionary game model, the essay studies the stability of the equilibrium in the game between the commercial banks and the closed-loop supply chain(CLSC) enterprises. By design of systematic... After building a dynamic evolutionary game model, the essay studies the stability of the equilibrium in the game between the commercial banks and the closed-loop supply chain(CLSC) enterprises. By design of systematic mechanism based on system dynamics theory, capital chains of independent small and medium-sized enterprises(SMEs) on CLSC are organically linked together. Moreover, a comparative simulation is studied for the previous independent and post-design dependent systems. The study shows that with business expanding and market risk growing, the independent finance chains of SMEs on CLSC often take on a certain vulnerability, while the SMEs closed-loop supply chain finance system itself is with a strong rigidity and concerto. 展开更多
关键词 evolutionary game system dynamics closed-loop supply chain finance(CLSCF)
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LEGENDRE TRANSFORM-DUAL SOLUTION FOR INVESTMENT AND CONSUMPTION PROBLEM UNDER THE VASICEK MODEL 被引量:1
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作者 CHANG Hao CHANG Kai 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2014年第5期911-927,共17页
This paper studies an investment and consumption problem with stochastic interest rate,where interest rate is governed by the Vasicek model.The financial market is composed of one riskfree asset and one risky asset,in... This paper studies an investment and consumption problem with stochastic interest rate,where interest rate is governed by the Vasicek model.The financial market is composed of one riskfree asset and one risky asset,in which stock price dynamics is assumed to be generally correlated with interest rate dynamics.The aim is to maximize expected utility of consumption and terminal wealth in the finite horizon.Legendre transform is used to deal with this investment and consumption problem and the explicit solutions of the optimal investment and consumption strategies with power and logarithm preference are achieved.Finally,the authors add a numerical example to analyze the effect of market parameters on the optimal investment and consumption strategy and provide some economic implications. 展开更多
关键词 Dynamic programming investment and consumption Legendre transform the closedform solution the Vasicek model
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