Commercial Bank Credit Market, Asymmetric Information Game And The Swarm Simulation, Agent-based

The mathematical model and the computer model are illustrated firstly in this thesis. The two different modeling methods are described in detail separately. A real case about a model based on the mathematics equation is constructed. In the real case, superposition solution is got and this manifests the characteristic and practice of the mathematic model. Secondly, the production process of the classic computer model in complex adaptive module is also described. The characteristics of the mathematical model differs from the computer model are in summarized.Regarding the strict logical and the analysis method of the game theory as an effective tool to solve the asymmetrical information problems in economy. With the asymmetrical information game methods, the decision and the restriction factors of China lending market of commercial bank are analysis in general. Combined with the real practice problems, the mathematic model about Adverse selection in advance and moral hazard afterward in lending market of China commercial bank is set up. The feasible suggestions how to improve the China commercial lending market are pointed out according to this model.By using the game mathematic model, the asymmetrical information problems in the lending market of commercial bank builds up a model. However the traditional game model is set up based on the completely rational agents, which can forecast the result cased by their own behaviors (including the others responses). In another words, the utility function of the agents in the game are the definite function on the equilibrium and unequilibrium way. The unexpected dynamic factor are always to be regard as the agents which are make mistakes or called " small probability" caused by the indefinite accident. However, a lot of factors can cause the real lending market lose its equilibrium. Even through the game theory is better to deal with the asymmetrical information and mechanism design in economic system, it still have to face a serious issue,. That is the complete rational agent regarded as the basic supposition. Currently, the agents participated in the game are all believed the others in the game will do the optimistic choices and each of them have the knowledge about the game. Actually the same model is utilized in the cooperative game and the uncooperative game.With a definite utility function and the complete rational supposition, The game model is still included in the category of the mathematical model. The game model actually changes into mathematics equation solution. However, the agent participated in the game are limited rationality in the lending market of the commercial bank. The limited rationality means each side participated in the game make the strategy based on the adjusted result during the studying process not the selective result. Moreover, the equilibrium will be broken again because of the deviation. Therefore, the game analysis method and equilibrium concept based on the complete rational supposition is limited to used to analysis the game issues with the limited rational. In view of the game agent with the limited rationality, we introduce the concept "complex adaptive system" to illustrate. Firstly, we should review the economic system. The bank financial system is not a closed, machined and simple linear system. It is open, compatible and complex nonlinear system. Such huge and complex system can not only use the mathematical model to analyze its complex relationship. A microscopic economic agent has been built in this thesis. Utilizing the SWARM software platform to simulate the bank lending market and putting the game agents imitate the life movement in such environment, we carry the bank organization's emergence in the simulated system. By improving the model, the new nature are be added in the microscopic economic agent. The new nature can improve the intelligence of the agents and it can help to ponder the identity between the intelligent agent and the object world in a more comprehensive aspects. According to the simulative results, the improved agent intelligence can be regard as the root to cause the bank organization emergence. At the same time, the continual readjusted limited rationality and the asymmetrical information in the microscopic economic agent can make the static equilibrium in the system to be more mature and stable. This phenomenon make us have a more profound understanding to the real bank lending market. There is no definite utility function in such kind of the issues. The agents in the system are the agents with the limited rationality and adaptive. To solve such kind of question must use the computer program to define " the computer model" instead of the " mathematical model".Combined with the international economy theory front, a asymmetrical information game mathematical model about the lending market of the commercial bank is established. The model analysis the mechanism design which can be used to solve the issues systematical. And in view of the difficulties in the model set and analysis which meet in the game theory, a direct computer model is established based on the microscopic economic agent. With the specific software platform, the game environment has been built and this make the game results more reliable, effective , direct and more practical.The whole thesis is divided into eight chapters. The introduction proposed the significance to do the thesis. In this chapter, general domestic and foreign related researches are brief illustrated. The second chapter, the mathematical model is elaborated briefly. Taking a paper "one kind of the unconventional systemic simulation scheme" as a real case, main features of the "mathematic model" are elaborated. As the game mathematic model, the author will illustrate in the chapter 4. In the third chapter, the importance of the computer model is described. The main computer model and the modeling methods in complex adaptive system and the emergent theory are also been analyzed. The key features of the compute model are summarized in this chapter. In the chapter four, the author analyzes the real existed risks of the lending market of China commercial bank. By using the asymmetrical information game, A optimal contract is designed and the analyzed model is built by the adverse selection in advance and moral hazard afterward, which is very little involved in the analysis of the domestic scholar. A serious suggestions to improve the real situation in the real world are proposed in this chapter. In the firth chapter, the author introduces complex adaptive system's formation and characteristics. Another article "the CAS-based economic simulation mothod" illustrates the complex lending market in theory. This article compare the difference between the computer model an the game mathematical model and proposes a computer model based on the agent. The sixth chapter, the SWARM software platform and the operation principle are introduced. In the seventh chapter, the model about lending market based on the agent is build up on the SWARM platform. This model defines and formalizes the behavior rule , the meaning, the structural features of the microscopic economic agent in the system. At the same time, the model carries on the simulation. In the Eight chapter, the author review the whole thesis.