技术经济与管理研究
技術經濟與管理研究
기술경제여관리연구
TECHNOECONOMICS & MANAGEMENT RESEARCH
2014年
4期
94-103
,共10页
复杂性度量%复杂性科学%金融系统%金融经济%金融结构
複雜性度量%複雜性科學%金融繫統%金融經濟%金融結構
복잡성도량%복잡성과학%금융계통%금융경제%금융결구
Measure of complexity%Science of complexity%Financial system%Financial economy%Financial structure
金融系统复杂性的度量是金融系统复杂性形式化的内在要求，也是金融系统复杂性理论研究的基本问题之一。根据系统基本参量的构成，可以将金融系统的复杂性划分为：结构复杂性、环境复杂性、功能复杂性和动态复杂性四个层面。金融系统结构复杂性与系统组元之间的关系相关，环境复杂性与自然环境的突变、经济环境的波动、制度环境的变化相关，功能复杂性涉及到系统功能发挥的不确定性与系统功能实现的复杂性两个方面的因素，动态复杂性关注金融活动的复杂性与金融系统演化的不确定性。对于结构复杂性，可将组元之间关系划分为依赖关系和分解关系，并借鉴信息熵的概念进行度量；对于后三个层面的复杂性，可以通过各度量指标的分级赋值，构建它们的度量指数。金融系统复杂性划分为四个层面分别进行度量研究，可以解决系统整体复杂性度量的困难，构造出金融系统总体复杂性度量模型。
金融繫統複雜性的度量是金融繫統複雜性形式化的內在要求，也是金融繫統複雜性理論研究的基本問題之一。根據繫統基本參量的構成，可以將金融繫統的複雜性劃分為：結構複雜性、環境複雜性、功能複雜性和動態複雜性四箇層麵。金融繫統結構複雜性與繫統組元之間的關繫相關，環境複雜性與自然環境的突變、經濟環境的波動、製度環境的變化相關，功能複雜性涉及到繫統功能髮揮的不確定性與繫統功能實現的複雜性兩箇方麵的因素，動態複雜性關註金融活動的複雜性與金融繫統縯化的不確定性。對于結構複雜性，可將組元之間關繫劃分為依賴關繫和分解關繫，併藉鑒信息熵的概唸進行度量；對于後三箇層麵的複雜性，可以通過各度量指標的分級賦值，構建它們的度量指數。金融繫統複雜性劃分為四箇層麵分彆進行度量研究，可以解決繫統整體複雜性度量的睏難，構造齣金融繫統總體複雜性度量模型。
금융계통복잡성적도량시금융계통복잡성형식화적내재요구，야시금융계통복잡성이론연구적기본문제지일。근거계통기본삼량적구성，가이장금융계통적복잡성화분위：결구복잡성、배경복잡성、공능복잡성화동태복잡성사개층면。금융계통결구복잡성여계통조원지간적관계상관，배경복잡성여자연배경적돌변、경제배경적파동、제도배경적변화상관，공능복잡성섭급도계통공능발휘적불학정성여계통공능실현적복잡성량개방면적인소，동태복잡성관주금융활동적복잡성여금융계통연화적불학정성。대우결구복잡성，가장조원지간관계화분위의뢰관계화분해관계，병차감신식적적개념진행도량；대우후삼개층면적복잡성，가이통과각도량지표적분급부치，구건타문적도량지수。금융계통복잡성화분위사개층면분별진행도량연구，가이해결계통정체복잡성도량적곤난，구조출금융계통총체복잡성도량모형。
The measurement of financial system complexity is the intrinsic request of formalizing financial system complexity. It is also one of the basic problems of in theoretical research on financial system complexity. According to the parameters of system, the financial system complexity can be divided into four aspects: the structural complexity, the environment complexity, the function complexity and the dynamic complexity. The structural complexity is related to the relationship of components. The environment complexity is related to the changing of natural environment , economic environment and rule environment. The function complexity is related to the uncertainty of system function and the complexity of system function realization. The dynamic complexity pays attention to the complexity of financial activities and the uncertainty of financial system evolution. The relationship of system components can be divided into dependence and decomposition. By the concept of information entropy , the structure complexity can be measured. Through the classification and valuation of the metrics , the measurement index of the next three aspects' complexity can be got. By dividing the complexity of financial system into four levels respectively and studying the complexity measurement of every level, the difficult of measuring the overall complexity metric system can be solved. So the model of financial system overall complexity can be constructed.
