کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
977122 1480156 2015 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Boolean network representation of contagion dynamics during a financial crisis
ترجمه فارسی عنوان
نمایش شبکه بولی از پویایی مخاطرات در طی یک بحران مالی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
چکیده انگلیسی


• We model the dynamics of boolean network to apply in financial market.
• The model is applied to the financial crisis.
• The states of network are binary and represent economic variables of countries.
• It is possible to simulate how perturbations in the states of specific nodes propagate to the other nodes.

This work presents a network model for representation of the evolution of certain patterns of economic behavior. More specifically, after representing the agents as points in a space in which each dimension associated to a relevant economic variable, their relative “motions” that can be either stationary or discordant, are coded into a boolean network. Patterns with stationary averages indicate the maintenance of status quo  , whereas discordant patterns represent aggregation of new agent into the cluster or departure from the former policies. The changing patterns can be embedded into a network representation, particularly using the concept of autocatalytic boolean networks. As a case study, the economic tendencies of the BRIC countries ++ Argentina were studied. Although Argentina is not included in the cluster formed by BRIC countries, it tends to follow the BRIC members because of strong commercial ties.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 417, 1 January 2015, Pages 1–6
نویسندگان
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