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Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network
المؤلفون المشاركون
المصدر
العدد
المجلد 2019، العدد 2019 (31 ديسمبر/كانون الأول 2019)، ص ص. 1-12، 12ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2019-06-11
دولة النشر
مصر
عدد الصفحات
12
التخصصات الرئيسية
الملخص EN
Risk contagion is becoming a research hotspot in the field of econophysics with the rise of interdisciplinary studies and gains more and more attention from theoretical circles and practical departments.
This paper proposes a new research frame to discuss the microscopic mechanism of risk contagion based on agent modeling technology and complex network theory and reveals nonlinear dynamics characteristic of risk contagion from the perspective of market participants in financial market.
Based on the proposed SICM model, financial risk can transmit from susceptible agents to infected agents, to contagious agents, or to immune agents.
With the increases of contagious probabilities, the simulation experiments show that (1) the amount of susceptible agents continuously decreases; (2) the amount of infected agents increases first and then decreases; (3) the amount of contagious agents increases first and then decreases with a lower speed, relative to the amount of infected agents; and (4) the amount of immune agents continuously increases.
The major contribution of this paper is a new method for studying nonlinear dynamics characteristic of risk contagion, which can be used as a theoretic basis for further researches on the behavioral features of microcosmic subject and the inner mechanisms of risk contagion.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Wu, Binghui& Duan, Tingting. 2019. Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network. Complexity،Vol. 2019, no. 2019, pp.1-12.
https://search.emarefa.net/detail/BIM-1131301
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Wu, Binghui& Duan, Tingting. Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network. Complexity No. 2019 (2019), pp.1-12.
https://search.emarefa.net/detail/BIM-1131301
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Wu, Binghui& Duan, Tingting. Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network. Complexity. 2019. Vol. 2019, no. 2019, pp.1-12.
https://search.emarefa.net/detail/BIM-1131301
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1131301
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
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تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر
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