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复杂系统与复杂性科学  2015, Vol. 12 Issue (3): 27-32    DOI: 10.13306/j.1672-3813.2015.03.005
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银行储户悲观情绪传染的元胞自动机模型研究
陈建新
1.广东工业大学应用数学学院,广州 510520;
2.华南理工大学工商管理学院,广州 510640
On the Cellular Automata Model of Pessimism Infection Among Depositors
CHEN Jianxin
1. Faculty of Applied Mathematics, Guangdong University of Technology, Guangzhou 510520, China;
2. School of Business Administration, South China University of Technology, Guangzhou 510640, China
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摘要 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。
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陈建新
关键词 银行挤兑悲观情绪传染元胞自动机模型    
Abstract:According to the characteristics of the pessimism infection of the depositors, we construct 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 significant 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 also can keep the bank system stable.
Key wordsbank runs    contagion of the pessimism    cellular automata model
收稿日期: 2013-11-27      出版日期: 2026-06-22
ZTFLH:  F830.1  
基金资助:国家自然科学基金(71131003,71371075);中国博士后面上基金(2013M542183);广东省自然科学基金 (S2013040014920);广东工业大学校博士启动基金(13ZK0155)
作者简介: 陈建新(1977-),女, 山东菏泽人, 博士,主要研究方向为银行风险管理、供应链金融。
引用本文:   
陈建新. 银行储户悲观情绪传染的元胞自动机模型研究[J]. 复杂系统与复杂性科学, 2015, 12(3): 27-32.
CHEN Jianxin. On the Cellular Automata Model of Pessimism Infection Among Depositors[J]. Complex Systems and Complexity Science, 2015, 12(3): 27-32.
链接本文:  
https://fzkx.qdu.edu.cn/CN/10.13306/j.1672-3813.2015.03.005      或      https://fzkx.qdu.edu.cn/CN/Y2015/V12/I3/27
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