基于广义信息熵的金融危机模型
Financial Crisis Model Basing on Generalized
金融系统是经济系统的重要组成部分。本文从金融系统中组元的复杂相互作用出发，定义金融系统系统的广义信息熵。指出金融系统的运作乃是追求广义信息熵最大，由此建立金融危机发生的模型并以08年金融危机为例进行数值模拟和应用分析，得到了具有较好指导意义的结果。
Financial system has played a crucial role on in economical configurations. This paper defines the generalized information entropy of financial system in term of complex interactions among agents. Maximum generalized information entropy principle is proposed as a law for controlling the operation of financial systems. A theoretical model for occurrence of financial crisis is constructed. The financial crisis in 08 years is then simulated and analyzed as a typical case. Some instructive results are summarized.
柴立和、蒋田田、李文宇
财政、金融
金融危机复杂系统广义信息熵最大熵原理
Financial crisiscomplex systemsgeneralized information entropyMEP
柴立和,蒋田田,李文宇.基于广义信息熵的金融危机模型[EB/OL].(2011-03-23)[2025-08-11].http://www.paper.edu.cn/releasepaper/content/201103-910.点此复制
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