金融系统复杂性度量

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。

The Measurement of Financial System Complexity

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＆#39; 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.