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两种集体企业破产的模式
Two Models of Collective Firm Bankruptcies |
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| 课程网址: |
http://videolectures.net/ccss09_holyst_tmocfb/
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| 主讲教师: |
Janusz Holyst
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| 开课单位: |
华沙理工大学
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| 开课时间: |
2009-07-10
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| 课程语种: |
英语
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| 中文简介: |
提出了两种集体企业破产模式。第一种方法使用了波茨自旋玻璃法对企业的评级演变进行评估，其中考虑了两种违约来源:经济发展的个体动态和企业之间的有序互动。我们证明这样一个定义的模型会导致一个相变，而相变会导致集合的默认值。在个别企业倾向于倾销评级变动的情况下，从风险的角度来看，企业之间的互动具有最优强度。对于小的相互作用强度参数，有许多独立的公司破产。对于大的参数，企业集群存在巨大的集体违约。第二种模型代表了多级供应链网络中企业的违约。我们引入了一种改进的方法，它更详细地描述了企业所处的实际经济环境。我们关注了本地过程对系统全球经济行为的影响，并研究了所提出的修改如何改变模型的一般性质。为了真实地模拟企业的经济环境，我们在模型中引入了以下特征:供应链网络的演进、链路的重构、价格分散以及价格和生产成本的动态变化。在系统演化的某一时刻，网络出现了元稳定结构。由于价格和生产成本的变动，我们观察到高市场份额的高利润供应链的出现和破产的崩溃。
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| 课程简介: |
Two models of collective firm bankruptcies will be presented. The first one uses the Potts spin glass approach for firms rating evolution where two sources of defaults are taken into account: individual dynamics of economic development and ordering interactions between firms. We show that such a defined model leads to a phase transition, which results in collective defaults. In the case when the individual firm dynamics favors dumping of rating changes, there is an optimal strength of firms interactions from the risk point of view. For small interaction strength parameters there are many independent bankruptcies of individual companies. For large parameters there are giant collective defaults of firm clusters. The second model represents defaults of companies in multi-stage supply chain networks. We introduced a modified approach that represents in more details the real economic environment in which firms are operating. We focused on the influence of local processes on the global economic behaviour of the system and studied how the proposed modifications change the general properties of the model. To realistically simulate the economic environment of companies, we introduced the following features to the model: evolution of a supply chain network with the reconfiguration of links, price dispersion and the dynamics of prices and costs of production. At the certain point of the system’s evolution, the meta-stable structures of the network occur. As a result of the dynamics of prices and costs of production, we observed both the emergence of highly profitable supply chains with the high market share and the avalanches of bankruptcies.
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| 关 键 词: |
集体企业破产; 个体动态和企业间的排序互动; 倾销评级变动; 局部过程对系统全球经济行为的影响; 供应链网络的演进; 链路的重构; 价格分散; 价格和生产成本的动态变化
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| 课程来源: |
视频讲座网
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| 最后编审: |
2019-10-22：cwx
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| 阅读次数: |
40
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