Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network.
Binghui WuTingting DuanPublished in: Complex. (2019)
Keyphrases
- financial markets
- complex networks
- nonlinear dynamics
- risk management
- black scholes
- early warning
- agent based modeling
- stock market
- multi agent systems
- decision making
- portfolio theory
- graph theory
- network structure
- neural network
- stock price
- scale free
- dynamical systems
- multi agent
- community structure
- social network analysis
- non stationary
- community detection
- decision support system
- reinforcement learning
- financial institutions
- long term
- community discovery
- exchange rate
- agent based models
- clustering coefficient
- investment strategies
- trading systems
- technical indicators
- small world
- information theoretic concepts