A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model

We will present the purpose, structure and prospective extensions of the Susceptible InfectedRecovered ( sir ) Approach for Financial Network Contagion Model (version 2, finsir for short) for NetLogo version 4.1.2. This model seeks to model the behavior and dynamics of Credit Default Swaps ( cds ) m...

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Detalles Bibliográficos
Autor principal: Eloy Fisher
Formato: Artículo científico
Publicado: Universidad Autónoma Metropolitana Unidad Azcapotzalco 2013
Materias:
Economía y Finanzas
Financial crises
Epidemiological models of financial networks
Agent-based modeling
Credit Default Swaps
Acceso en línea:http://www.redalyc.org/articulo.oa?id=41331033006
http://biblioteca.clacso.edu.ar/gsdl/cgi-bin/library.cgi?a=d&c=mx/mx-022&d=41331033006oai
Aporte de:
Red de Bibliotecas Virtuales de Ciencias Sociales (CLACSO) de Consejo Latinoamericano de Ciencias Sociales
id I16-R122-41331033006oai
record_format dspace
institution Consejo Latinoamericano de Ciencias Sociales
institution_str I-16
repository_str R-122
collection Red de Bibliotecas Virtuales de Ciencias Sociales (CLACSO)
topic Economía y Finanzas
Financial crises
Epidemiological models of financial networks
Agent-based modeling
Credit Default Swaps
spellingShingle Economía y Finanzas
Financial crises
Epidemiological models of financial networks
Agent-based modeling
Credit Default Swaps
Eloy Fisher
A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model
topic_facet Economía y Finanzas
Financial crises
Epidemiological models of financial networks
Agent-based modeling
Credit Default Swaps
description We will present the purpose, structure and prospective extensions of the Susceptible InfectedRecovered ( sir ) Approach for Financial Network Contagion Model (version 2, finsir for short) for NetLogo version 4.1.2. This model seeks to model the behavior and dynamics of Credit Default Swaps ( cds ) markets. After framing the finsir model, its agents, variables and interactions within a broader set of questions regarding financial markets and the current literature, within this highly restrictive toy computational model, we find that shocks in this financial market exhibit complex evolutionary dynamics that either tend to increasingly fragile states or the elimination of a high number of competitors, in detriment to a more decentralized market order. Given the current incompleteness of the model, we must acknowledge that some of the design assumptions will be approximate and tentative.
format Artículo científico
Artículo científico
author Eloy Fisher
author_facet Eloy Fisher
author_sort Eloy Fisher
title A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model
title_short A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model
title_full A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model
title_fullStr A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model
title_full_unstemmed A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model
title_sort biological approach for financial network contagion based on the susceptible - infected - recovered (sir) model
publisher Universidad Autónoma Metropolitana Unidad Azcapotzalco
publishDate 2013
url http://www.redalyc.org/articulo.oa?id=41331033006
http://biblioteca.clacso.edu.ar/gsdl/cgi-bin/library.cgi?a=d&c=mx/mx-022&d=41331033006oai
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