马军海
1.计算管理、经济及金融动力系统分析及其应用;2.混沌经济及金融时间序列重构及其预测技术;3.复杂供应链建模技术及其应用
个性化签名
- 姓名:马军海
- 目前身份:
- 担任导师情况:
- 学位:
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学术头衔:
享受国务院特殊津贴专家, 博士生导师
- 职称:-
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学科领域:
管理理论
- 研究兴趣:1.计算管理、经济及金融动力系统分析及其应用;2.混沌经济及金融时间序列重构及其预测技术;3.复杂供应链建模技术及其应用
马军海,男,1964年6月生,山东青岛人
先后在山东大学数学系计算数学专业、北京航空航天大学应用数理系应用数学专业、天津大学获得理学学士、理学硕士和工学博士学位并在东南大学从事过控制科学与工程、管理科学与工程两站博士后的研究工作。
现为天津大学管理学院教授(1999)、管理科学与工程、系统工程博士生导师博导。
2002年6月获得国务院政府特殊津贴。
天津市首届131人才工程第一层次人选;2001年5月获天津市第六届青年科技奖;2002年1月获天津市“十五”立功奖章;
研究项目与成果:
近十年来在国际顶级(SCI源刊)期刊发表论文近60篇,其中一区五篇,二区十八篇,三区十五篇,四区20余篇;SSCI 十一篇(重复计算)是国内较早的从事管理、经济和金融系统复杂性的研究工作者之一;是国内较早从事经济、金融混沌时间序列重构的研究者之一,近几年来多篇SCI源刊论文被SCI期刊引用超过240次,单篇最高被引用超过30次;被CSCD引用超过360次 。
代表论文:
1. Junhai Ma, Yanqin Liu.Exact solutions for a generalized nonlinear fractional Fokker_Planck equation. Nonlinear Analysis: Real World Applications 2010(11)515-521。SCI,JCR-1,Impact Factor 1.381
2. Junhai.Ma,L-L.Mu. Analysis of a Game Model with Nonlinear Demand Functions for Real Estate Market, International Journal of Nonlinear Sciences and Numerical Simulation. 2010(11)10:831-836. (JCR-1, Impact Factor 3.1)
3. Junhai Ma, Tao Sun , Lixia Liu.The inherent complexity in nonlinear business cycle model in resonance. Chaos,Solitions and Fractals,37(2008) 1104-1112 ( SCIE:301IS,JCR-2,Impact Factor 3.315 )
4. Junhai Ma , T.Sun and Z.-Q. Wang .Hopf Bifurcation and Complexity of a Kind of Economic Systems.International Journal of Nonlinear Sciences and Numerical Simulation 2007 Vol. 8, No.3 347. ( SCI:211EL,JCR-1, Impact Factor 3.1)。
5. Junhai Ma, Ya Qiang Cui , Lixia Liu.A study on the complexity of a business cycle model with great excitements in non-resonant condition. Chaos,Solitions and Fractals 2009(39)2258-2267(Number Search of SCI:443DZ,JCR-2,Impact Factor 3.315 )
6.Junhai Ma , Lixia Liu. Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market. Discrete Dynamics in Nature and Society.Volume 2008, Article ID 526734, 8 pages doi:10.1155/2008/526734 ( SCI: 314CC, SN 1026-0226, JCR-3, Impact Factor 1.577)
7. Junhai Ma and Lingling Mu.Complex Dynamics in a Nonlinear Cobweb Model for Real Estate Market. Discrete Dynamics in Nature and Society . 2007(2007)29207, ( SCIE:211NC , JCR-3, Impact Factor 1.577).SSCI: 211NC。
8. Junhai Ma , YunFeng. The Study of Chaotic Behavior in Retailer’s Demand Model. Discrete Dynamics in Nature and Society.Volume 2008, Article ID 792031, 12 pages doi:10.1155/2008/792031( SCI : SSCI: 381YG, 1026-0226: JCR-3, Impact Factor 1.577)
9. Junhai Ma , Wei-Zhuo Ji. Complexity of repeated game model in electric power triopoly Chaos, Solitons and Fractals . 2009(40)1735-1740(SCI,JCR-2,Impact Factor 3.315)
10. Junhai Ma,Qin Gao,Stability and Hopf bifurcations in a business cycle model with delay .Applied Mathematics and Computation. 2009(215)829-834(SCI,JCR-3,Impact Factor 1.124).
11 Junhai Ma and Xiaosong Pu. Complex Dynamics in Nonlinear Triopoly Market with Different Expectations . Discrete Dynamics in Nature and SocietyVolume 2011, Article ID 902014, 12 pages(SCI: 870WN,JCR-3,Impact Factor 0.967)
12Junhai Ma, Qi Zhang, Qin Gao Stability of a three-species symbiosis model with delays .Nonlinear Dyn (2012) 67:567–572(SCI: 855DN,JCR-3,Impact Factor1.741)
13Junhai Ma and Hongliang Tu, Complexity of a Duopoly Game in the Electricity Market with Delayed Bounded Rationality. Discrete Dynamics in Nature and Society Volume 2012, Article ID 698270, 13 pages
SSCI 三区SSCI 检索号:061PX .
14 Yuehong Guo,Junhai Ma.Research on game model and complexity of retailer collecting and selling in closed-loop supply chain.. Applied Mathematical Modelling, v 37, n 7, p 5047-5058, April 1, 2013. SCI检索号:112GB.
15.Junhai Ma , Qi Zhang,Qin Gao Stability of a three-species symbiosis model with delays .Nonlinear Dyn (2012) 67:567–572 JCR-3区,Impact Factor1.741)
16. Junhai,Ma, Yujing, Yang. Hyperchaos Numerical Simulation and Control in a 4D Hyperchaotic System. DISCRETE DYNAMICS IN NATURE AND SOCIETY 2013 , 980578.: SCI三区,检索号:249BF
17.Junhai Ma ,Hongwu Wang. Complex Dynamics Analysis for a Cournot-Bertrand Mixed Game Model with Delayed Bounded Rationality. ABSTRACT AND APPLIED ANALYSIS,2013, 251702,SCI二区,检索号:250BL
18.Junhai Ma, Hamza I. Bangura. Kind of financial and economic system's omplexity analysis research under the condition of three parameters change circumstances Nonlinear Dyn (2012)(SCI,JCR-3,Impact Factor1.741)
19.Junhai Ma,Junling Zhang .Research on the Price Game and the Application of Delayed Decision in Oligopoly Insurance MarketNonlinear Dyn (2012)(SCI,JCR-3,Impact Factor1.741)
20.Junhai Ma, Junling Zhang . Price Game and Chaos Control among Three Oligarchs with Different Rationalities in Property Insurance Market.Chaos (2012)(SCI,JCR-3,Impact Factor2.081)
主要研究方向:
1.计算实验复杂经济系统
2.时间序列建模、预测及其应用
3.供应链管理动力学复杂系统研究
E-mail: lzqsly@126.com
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主页访问
4879
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关注数
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成果阅读
541
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成果数
15
马军海
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-1年11月30日
A closed-loop supply chain is a complex system in which node enterprises play important roles and exert great influence. Firstly, this paper established a collecting price game model for a close-loop supply chain system with a manufacturer and a retailer who have different rationalities. It assumed that the node enterprises took the marginal utility maximization as the basis of decision-making. Secondly, through numerical simulation, we analyzed complex dynamic phenomena such as the bifurcation, chaos and continuous power spectrum and so on. Thirdly, we analyzed the influences of the system parameters; this further explained the complex nonlinear dynamics behavior from the perspective of economics. The results have significant theoretical and practical application value.
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马军海
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-1年11月30日
A Cournot-Bertrand mixed duopoly game model is constructed.The existence and local stable region of the Nash equilibria point are investigated. Complex dynamic properties such as bifurcation and route to chaos are analyzed using parameter basin plots. The strange attractors are also studied when the system is in chaotic states. Furthermore, considering the memory of the market, a delayed Cournot-Bertrand mixed model is considered and the results show that the delayed systemhas the same Nash equilibrium and has a higher chance of reaching steady states or cycles than the model without delay. So making full use of the historical data can improve the system’s stability
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马军海
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-1年11月30日
Combining with the actual competition in Chinese property insurance market and assuming that the property insurance companies take the marginal utility maximization as the basis of decision-making when they play price games, we first established the price game model with three oligarchs who have different rationalities. Then, we discussed the existence and stability of equilibrium points. Third, we studied the theoretical value of Lyapunov exponent at Nash equilibrium point and its change process with the main parameters’ changes though having numerical simulation for the system such as the bifurcation, chaos attractors, and so on. Finally, we analyzed the influences which the changes of different parameters have on the profits and utilities of oligarchs and their corresponding competition advantage. Based on this, we used the variable feedback control method to control the chaos of the system and stabilized the chaos state to Nash equilibrium point again. The results have significant theoretical and practical application value.
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马军海
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-1年11月30日
A triopoly price game model has been established based on nonlinear and economics theories in this paper, and all 3 firms of triopoly market are supposed to make a price decision with bounded rationality. By discrete dynamical system theory and jury condition, we obtain the expression of Nash equilibrium point’s stable region. Then traditional twodimensional and creative three-dimensional diagrams of the local stable region are given by numerical simulation, and both 2D and 3D diagrams showed us some law about the Nash equilibrium point’s stable region. First, the number of time-delay decision makers has no necessary relationship with system stability; Second, under the same number of time-delay decision makers, the delay parameter has a positive influence of system stability, i.e., the price making relying more on current period profits can lower the system risk of falling into chaos. These results have significant theoretical and practical value to the price making of firms in related markets
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马军海
,-0001,():
-1年11月30日
This paper details the research of the Cournot– Bertrand duopoly model with the application of nonlinear dynamics theory.We analyze the stability of the fixed points by numerical simulation; from the result we found that there exists only one Nash equilibrium point. To recognize the chaotic behavior of the system, we give the bifurcation diagram and Lyapunov exponent spectrum along with the corresponding chaotic attractor. Our study finds that either the change of output modification speed or the change of price modification speed will cause the market to the chaotic state which is disadvantageous for both of the firms. The introduction of chaos control strategies can bring the market back to orderly competition.We exert control on the system with the application of the state feedback method and the parameter variation control method. The conclusion has great significance in theory innovation and practice.
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【期刊论文】The Study of the Chaotic Behavior in Retailer’s Demand Model
马军海, Junhai Ma and Yun Feng
Discrete Dynamics in Nature and Society Volume 2008, Article ID 792031, 12 pages,-0001,():
-1年11月30日
Based on the work of domestic and foreign scholars and the application of chaotic systems theory, this paper presents an investigation simulation of retailer’s demand and stock. In simulation of the interaction, the behavior of the system exhibits deterministic chaos with consideration of system constraints. By the method of space’s reconstruction, the maximal Lyapunov exponent of retailer’s demand model was calculated. The result shows the model is chaotic. By the results of bifurcation diagram of model parameters k, r and changing initial condition, the system can be led to chaos.
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【期刊论文】The inherent complexity in nonlinear business cycle model in resonance☆
马军海, Junhai Ma a, b, *, Tao Sun a, Lixia Liu a
Chaos, Solitons and Fractals 37(2008)1104-1112,-0001,():
-1年11月30日
Based on Abraham C.-L. Chian’s research, we applied nonlinear dynamic system theory to study the first-order and second-order approximate solutions to one category of the nonlinear business cycle model in resonance condition. We have also analyzed the relation between amplitude and phase of second-order approximate solutions as well as the relation between outer excitements’ amplitude, frequency approximate solutions, ad system bifurcation parameters. Then we studied the system quasi-periodical solutions, annulus periodical solutions and the path leading to system bifurcation and chaotic state with different parameter combinations. Finally, we conducted some numerical simulations for various complicated circumstances. Therefore this research will lay solid foundation for detecting the complexity of business cycles and systems in the future.
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马军海, Junhai Ma a, b, *, Yaqiang Cui a, Liulixia a
Chaos, Solitons and Fractals 39(2009)2258-2267,-0001,():
-1年11月30日
Based on the researches of Szydlowski and Krawiec, we studied the inherent complexity of a chaotic business cycle with great excitements in non-resonant condition. First, we got the first-order and second-order pproximate solutions of the system by using multiple scale method. Then deduced the formulation reflecting the complex relations between vibration, phase, bifurcation parameter l and excite frequency X of first-order solution. As the great excitement F varied, the global changes of the system solutions were analyzed. We also explored the different paths leading the systems with different parameter combinations into catastrophe region, fuzzy region or chaos region. Finally, we discussed the evolution trends of business cycle models under the above-mentioned conditions. Hence, this paper has some theoretical and practical significance.
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【期刊论文】Complex Dynamics in a Nonlinear Cobweb Model for Real Estate Market
马军海, Junhai Ma and Lingling Mu
Discrete Dynamics in Nature and Society Volume 2007, Article ID 29207, 14 pag,-0001,():
-1年11月30日
We establish a nonlinear real estate model based on cobweb theory, where the demand function and supply function are quadratic. The stability conditions of the equilibrium are discussed.We demonstrate that as some parameters varied, the stability of Nash equilibrium is lost through period-doubling bifurcation. The chaotic features are justified numerically via computing maximal Lyapunov exponents and sensitive dependence on initial conditions. The delayed feedback control (DFC) method is applied to control the chaos of system.
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【期刊论文】Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market
马军海, Junhai Ma and Lixia Liu
Discrete Dynamics in Nature and Society Volume 2008, Article ID 526734, 8 pages,-0001,():
-1年11月30日
This study attempts to characterize and predict stock returns series in Shanghai stock exchange using the concepts of nonlinear dynamical theory. Surrogate data method of multivariate time series shows that all the stock returns time series exhibit nonlinearity. Multivariate nonlinear prediction methods and univariate nonlinear prediction method, all of which use the concept of phase space reconstruction, are considered. The results indicate that multivariate nonlinear prediction model outperforms univariate nonlinear prediction model, local linear prediction method of multivariate time series outperforms local polynomial prediction method, and BP neural network method. Multivariate nonlinear prediction model is a useful tool for stock price prediction in emerging markets.
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