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数字金融使用与流动人口社会融入

财贸经济 2024年第8期45卷 86-104页

作者：巩润泽吴卫星对外经济贸易大学中国金融学院 100029 首都经济贸易大学金融学院 100070

本文利用2021年中国社会状况综合调查(CSS)数据分析了数字金融使用对流动人口社会融入的影响。研究结果:首先,数字金融使用可以促进流动人口社会融入;其次,数字金融使用可以通过提高收入、增强社会信任以及降低社会排斥的方式促进流动... 详细信息

本文利用2021年中国社会状况综合调查(CSS)数据分析了数字金融使用对流动人口社会融入的影响。研究结果:首先,数字金融使用可以促进流动人口社会融入;其次,数字金融使用可以通过提高收入、增强社会信任以及降低社会排斥的方式促进流动人口社会融入;最后,异质性分析发现数字金融使用在促进女性、低学历以及高年龄流动人口的社会融入方面具有更显著的影响。本文的研究结果对厘清数字金融与流动人口社会融入的关系,完善流动人口相关政策措施,实现新型城镇化具有重要意义。

关键词：流动人口社会融入数字金融

加快金融市场改革,建设金融强国,发展新质生产力

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金融监管研究 2024年第7期 1-15页

作者：龚六堂北京大学数理经济与数理金融教育部重点实验室北京大学光华管理学院北京工商大学

2023年9月,习近平总书记在黑龙江考察时首次提出“加快形成新质生产力”。2023年10月召开的中央金融工作会议,首次提出建设金融强国。金融强国建设有助于新质生产力加快形成。新质生产力是创新起主导作用,摆脱传统经济增长方式、生产力... 详细信息

2023年9月,习近平总书记在黑龙江考察时首次提出“加快形成新质生产力”。2023年10月召开的中央金融工作会议,首次提出建设金融强国。金融强国建设有助于新质生产力加快形成。新质生产力是创新起主导作用,摆脱传统经济增长方式、生产力发展路径,具有高科技、高效能、高质量特征,符合新发展理念的先进生产力质态。只有加快金融强国建设,推动我国金融高质量发展,才能把更多金融资源用于促进科技创新、先进制造、绿色发展和中小微企业,大力支持实施创新驱动发展战略,助推新质生产力发展。本刊特别邀请了我国金融监管领域专家、经济金融领域著名学者从不同方面对金融强国和新质生产力进行了深入探讨,以飨读者。

关键词：中小微企业金融强国我国金融监管发展路径金融市场改革领域专家新发展理念创新驱动发展战略

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数字普惠金融与国内移民异地创业

国际金融研究 2024年第7期 15-25页

作者：吴卫星巩润泽李鸿焕首都经济贸易大学金融学院对外经济贸易大学中国金融学院

本文使用中国劳动力动态调查(CLDS)数据,就数字普惠金融发展对国内移民异地创业的影响进行了理论探讨和实证检验。研究表明:首先,数字普惠金融通过缓解借贷约束和缓解信息约束的方式促进国内移民异地创业。其次,以创业类型分组,数字普... 详细信息

本文使用中国劳动力动态调查(CLDS)数据,就数字普惠金融发展对国内移民异地创业的影响进行了理论探讨和实证检验。研究表明:首先,数字普惠金融通过缓解借贷约束和缓解信息约束的方式促进国内移民异地创业。其次,以创业类型分组,数字普惠金融对自雇型(仅雇用自己)、雇主型(雇佣至少一名员工)和机会型(有较好的创业机会)异地创业有显著的促进作用,对生存型(没有工作机会)异地创业的影响不显著。最后,在不同类型国内移民方面,相比于迁移人口(已在迁入地落户)异地创业,数字普惠金融对流动人口(未在流入地落户)异地创业的促进作用更显著。

关键词：数字普惠金融国内移民异地创业借贷约束信息约束

数字普惠金融助力共同富裕:基于流动性约束视角

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经济研究 2024年第6期59卷 49-68页

作者：王义中林溪李振华吴卫星浙江大学经济学院 310058 浙江大学金融研究院 310058 蚂蚁集团研究院 100020 首都经济贸易大学金融学院 100070

基于网商银行与县域合作的独特数据,本文考察了数字普惠金融服务能否助力共同富裕、通过何种机制发挥作用,以及发展何种类型的数字普惠金融更有利于社会价值提升。研究结果表明:(1)网商银行运用数字技术为县域及农村地区提供的金融服务... 详细信息

基于网商银行与县域合作的独特数据,本文考察了数字普惠金融服务能否助力共同富裕、通过何种机制发挥作用,以及发展何种类型的数字普惠金融更有利于社会价值提升。研究结果表明:(1)网商银行运用数字技术为县域及农村地区提供的金融服务,显著缩小了县域内部的城乡收入差距和县域之间的区域收入差距,即数字普惠金融有助于推动实现共同富裕;(2)缓解流动性约束是数字普惠金融影响收入差距的主要作用机制,提升信贷可得性(即流动性获取的可能性和规模)、提高信贷便利性(即流动性获取的速度)和降低融资成本(即流动性获取的成本)均能发挥作用;(3)发展生产性或经营性导向的数字普惠金融,能够与现有金融机构服务形成较好互补,释放数字红利,满足小微群体的资金需求,推动实现共同富裕。

关键词：数字普惠金融共同富裕流动性约束

Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian Motion

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Journal of Systems Science & Complexity 2019年第2期32卷 657-680页

作者： ZHOU Qing WANG Qian wu weixing School of Science Beijing University of Posts and Telecommunications School of Banking and Finance University of International Business and Economics

This paper considers an improved model of pricing defaultable bonds under the assumption that the interest rate satisfies the Vasicek model driven by fractional Brownian motion(fBm for short)based on the counterparty risk framework of Jarrow and Yu(2001). The authors use the theory of stochastic analysis of f Bm to derive pricing formulas for the defaultable bonds and study how the counterparty risk, recovery rate, and the Hurst parameter affect the values of the defaultable *** experiment results are presented to demonstrate the findings.

关键词： Counterparty risk defaultable bond fractional Brownian motion recovery rate Vasicek model

On Optimal Mean-Field Control Problem of Mean-Field Forward-Backward Stochastic System with Jumps Under Partial Information

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Journal of Systems Science & Complexity 2017年第4期30卷 828-856页

作者： ZHOU Qing REN Yong wu weixing School of Science Beijing University of Posts and Telecommunications Department of Mathematics Anhui Normal University Research Center of Applied Finance and School of Finance and Banking University of International Business and Economics

This paper considers the problem of partially observed optimal control for forward-backward stochastic systems driven by Brownian motions and an independent Poisson random measure with a feature that the cost functional is of mean-field type. When the coefficients of the system and the objective performance functionals are allowed to be random, possibly non-Markovian, Malliavin calculus is employed to derive a maximum principle for the optimal control of such a system where the adjoint process is explicitly expressed. The authors also investigate the mean-field type optimal control problem for the system driven by mean-field type forward-backward stochastic differential equations(FBSDEs in short) with jumps, where the coefficients contain not only the state process but also its expectation under partially observed information. The maximum principle is established using convex variational technique. An example is given to illustrate the obtained results.

关键词： Forward-backward stochastic differential equation Girsanov's theorem jump diffusion Malliavin calculus maximum principle mean-field type partial information.

Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation

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Journal of Systems Science & Complexity 2023年第1期36卷 328-359页

作者： LEI Ziqi ZHOU Qing wu weixing WANG Zengwu School of Science Beijing University of Posts and TelecommunicationsBeijing 100876China Research Center of Applied Finance and School of Finance and Banking University of International Business and EconomicsBeijing 100029China Institute of Finance and Banking Chinese Academy of Social SciencesBeijing 100029China

This paper presents two new versions of uncertain market models for valuing vulnerable European call *** dynamics of underlying asset,counterparty asset,and corporate liability are formulated on the basis of uncertain differential equations and uncertain fractional differential equations of Caputo type,respectively,and the solution to an uncertain fractional differential equation of Caputo type is presented by employing the Mittag-Leffler function andα-***,the pricing formulas of vulnerable European call option based on the proposed models are investigated as well as some *** numerical experiments are performed to verify the effectiveness of the results.

关键词： α-path uncertainty uncertain fractional differential equation vulnerable option pricing

AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION

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Journal of Systems Science & Complexity 2014年第5期27卷 993-1007页

作者： LIU Jian wu weixing XU Jingfeng ZHAO Haijian School of Insurance Central University of Finance and Economics Research Center for Applied Finance School of Banking and FinanceUniversity of International Business and Economics China Institute for Actuarial Science Central University of Finance and Economics Bosera Asset Management Co. Ltd.

This paper presents simple and fast algorithms for computing very tight upper and lower bounds on the prices of American Asian options in the binomial *** authors choose two types sets of the actual arithmetic average prices,instead of the simulated values in other existing models,as the representative average prices at each node of the binomial *** approach simplifies effectively the computation and reduces the error caused by the linear *** results show that the approach produces accurate upper and lower bounds compared to the other existing methods based on the binomial tree.

关键词： Asian option binomial tree option pricing

Modeling gross primary production of a temperate grassland ecosystem in Inner Mongolia, China, using MODIS imagery and climate data

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Science China Earth Sciences 2008年第10期51卷 1501-1512页

作者： wu weixing WANG ShaoQiang XIAO XiangMing YU GuiRui FU YuLing HAO YanBin Qianyanzhou Ecological Experimental Station Institute of Geographic Sciences and Natural Resources ResearchChinese Academy of SciencesBeijing 100101China Graduate University of Chinese Academy of Sciences Beijing 100049China Institute for the Study of Earth Oceans and SpaceUniversity of New HampshireDurhamNH 03824USA Key Laboratory of Ecosystem Network Observation and Modeling Institute of Geographic Sciences and Natural Resources Re-searchChinese Academy of SciencesBeijing 100101China Laboratory of Quantitative Vegetation Ecology Institute of BotanyChinese Academy of SciencesBeijing 100093China

Carbon fluxes in temperate grassland ecosystems are characterized by large inter-annual variations due to fluctuations in precipitation and land water availability. Since an eddy flux tower has been in operation in the Xilin Gol grassland, which belongs to typical temperate grassland in North China, in this study, observed eddy covariance flux data were used to critically evaluate the biophysical performance of different remote sensing vegetation indices in relation to carbon fluxes. Furthermore, vegetation photosynthesis model (VPM) was introduced to estimate gross primary production (GPP) of the grassland ecosystem for assessing its dependability. As defined by the input variables of VPM, Moderate Resolution Imaging Spectroradimeter (MODIS) and standard data product MOD09A1 were downloaded for calculating enhanced vegetation index (EVI) and land surface water index (LSWI). Measured air temperature (Ta) and photosynthetically active radiation (PAR) data were also included for model simulating. Field CO2 flux data, during the period from May, 2003 to September, 2005, were used to estimate the “observed” GPP (GPP obs) for validation. The seasonal dynamics of GPP predicted from VPM (GPP VPM) was compared quite well (R 2=0.903, N=111, p<0.0001) with the observed GPP. The aggregate GPP VPM for the study period was 641.5 g C·m?2, representing a ～6% over-estimation, compared with GPP obs. Additionally, GPP predicted from other two typical production efficiency model (PEM) represents either higher overestimation or lower underestimation to GPP obs. Results of this study demonstrate that VPM has potential for estimating site-level or regional grassland GPP, and might be an effective tool for scaling-up carbon fluxes.

关键词： GPP eddy covariance remote sensing Xilin Gol