技术专利融资信用风险动态迁移过程和系统分担结构研究

Based on scientific thinking and scientific methodology of complex systems, this project resolves the urgent and important scientific problems in the research field of building the credit risk support system for structural technology patents financing. Scientific problems in three levels, which include the generation mechanism of credit risk, the dynamic migration process of credit risk, the systemic risk-sharing relationships and corresponding coordination strategy, will be researched gradually and deeply. With the tools of statistics, econometrics and dynamic programming, the research in the generation mechanism of credit risk will supported by analyzing the following problems: the forms of the patent portfolio, the structural characteristics of credit risk, the dynamics infection of credit risk and the correlation between the degree of infection and credit default, etc. And then, with stochastic processes models and optimization tools, the dynamic migration process models of credit risk in the credit enhancement process and the financing process will be explored, as well as the optimal design of the structure about these processes. On this basis, combined with situational parameters of China, with the intelligent pattern recognition modeling and simulation tools, the optimal design for systematic sharing structure of credit risk will be discussed, as well as the risk coordination strategy in the participating institutions, and the appropriate incentives and constraint policy, for technology patents financing of China. Study of this project will be valuable basis for the decision on predicting, coordinating and regulating the credit risk of structural technology patents financing in China, and will be valuable references about the academic research and scientific practice for building corresponding credit support system.

本项目以复杂系统的科学思维和科学方法，从信用风险的产生机理，风险的动态迁移过程、风险的系统性分担关系及其协调策略三个问题层面，对结构性技术专利融资信用风险支持体系构建研究领域亟待解析的重要科学问题逐层深入地进行研究。借助统计计量、动态规划等方法，从专利资产组合形式、信用风险结构性特征、信用风险动态传染关系及其与信用违约的相关性等方面，解析信用风险产生机理，进而借助随机过程及其优化等模型工具，探讨信用增级过程和融资参与过程的信用风险动态迁移过程模型以及过程结构的优化设计。在此基础上，结合中国情境参数，借助智能模式识别建模与仿真等工具，研究中国技术专利融资信用风险系统性分担结构的优化设计、融资参与机构之间风险协调策略，以及相应的激励和约束政策。本项目的研究将为中国结构性技术专利融资信用风险预测、协调、监管提供有价值的策略依据，并为相应信用支持体系构建的学术理论和科学实践提供有价值的研究参考。

科技型中小企业是创新的重要主体之一,也是连接资本市场和技术创新的重要载体，科技型中小企业的健康成长正在呼唤社会系统的合理配合。在这个科技引领未来的时代，科技型中小企业技术专利融资备受学术界和业界的关注。. 本项目正是基于这种时代背景，针对科技型中小企业专利知识产权的产生、转化、拓展过程中，与资本和社会资源整合的有效方式,重点研究科技型中小企业技术性知识产权融资的信用风险的产生及其演化过程、信用风险评价指标、优质专利筛选方法、结构性风险防范策略等问题。本项目的研究工作同时涉及相应的技术专利申请和保护的实践等重要内容。. 本项目提供了一些科技型中小企业技术专利融资系统中，关于专利筛选、专利评价指标、敏感性要素及其分析和解决有效方法，同时提供了对不同的方法适用于不同情境的分析和研究，并从理论和实践双重的角度，研究和实践技术性知识产权融资的相关问题。. 依托本项目的研究工作,通过围绕本项目主题的学术研讨、学术交流、学术研究，项目团队中的青年教师取得了很好的学术成长,培养的3名硕士研究生也因此获得良好的学术研究氛围和研究能力。