Abstract：Under the development of the Internet finance, supernetwork theory was included to study the increasingly complex financial network. A framework was developed for modeling, analysis and solutions to multitiered Internet financial network problems with investors, Internet financial intermediaries, traditional intermediaries and investees. The competitive and cooperative relationships between various decision-makers were explicated, as well as their behavior and optimality conditions. Functions of credit risk and operational risk were included, considering the increasing credit risk and operational risk in the environment of Internet. Using the variational inequality theory, the existence and uniqueness of the equilibrium solution is studied.The governing equilibrium conditions of the Internet financial network is also given so that the trend and saturation condition of Internet finance can be studied later. Finally, a simulation example is given to verify the validity of the supernetwork model.
基金资助:Marie Curie International Incoming Fellowship within the 7th European Community Framework Programme(FP7-PIIF-GA-2013-629051);中央高校基本科研业务费专项资金(NJ20140033,NR2015003);江苏高校哲学社会科学研究项目(2015SJD039)
作者简介: 张婷(1991-),女,江苏昆山人,硕士研究生,主要研究方向为金融工程。
引用本文:
张婷, 米传民. 基于超网络的互联网金融均衡问题研究[J]. 复杂系统与复杂性科学, 2016, 13(2): 36-43.
ZHANG Ting, MI Chuanmin. Study on Internet Financial Equilibrium Problem Based on Supernetwork[J]. Complex Systems and Complexity Science, 2016, 13(2): 36-43.
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