【作者】 温红梅； 姚凤阁；

【Author】 WEN Hong-mei~1 YAO Feng-ge~2 (1.Management School,Harbin Institute of Technology University,Harbin 150001,China 2.School of Finance,Harbin University of Commerce,Heilongjiang Harbin 150028,China)

【机构】 哈尔滨工业大学管理学院； 哈尔滨商业大学金融学院；

【摘要】 复杂性是金融风险系统的本质属性。通过建立一个金融风险系统三层结构模型,计算受到扰动状态下系统的 Lyapunov 指数,从而证明金融风险系统中的混沌现象。在此基础上,进一步探讨了混沌状态下金融风险系统存在着混沌效应的原因及其危害。研究中采用 RBF 神经网络的参数训练法,给出混沌同步控制器的设计原理和方法,并通过仿真实验表明这种方法对抑制混沌效应为有效。更多还原

【Abstract】 Complexity is a nature attribute of financial risk system.Through calculating the systematic Laypunov exponent under the perturbation motion state,and building up three layers structural model of financial risk system, the result testifies chaos phenomenon in the financial risks system.On the basis,the paper discusses the cause there existes the chaotic effects in financial risks system under chaotic state and their damage here further.Adopting the method of RBF neural networks parameter,and presenting design-principle and method for the chaotic synchro- nism controller,the experiment indicates this method to chaotic effect restraint by simulating is effective.更多还原