Modeling economic activities and random catastrophic failures of financial networks via gibbs random fields

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buir.contributor.authorOnural, Levent
buir.contributor.authorPınar, Mustafa Çelebi
buir.contributor.authorFırtına, Can
buir.contributor.orcidOnural, Levent|0000-0003-2581-971X
buir.contributor.orcidPınar, Mustafa Çelebi|0000-0002-8307-187X
buir.contributor.orcidFırtına, Can|0000-0002-6548-7863
dc.contributor.authorOnural, Leventen_US
dc.contributor.authorPınar, Mustafa Çelebien_US
dc.contributor.authorFırtına, Canen_US
dc.date.accessioned2021-03-17T11:58:24Z
dc.date.available2021-03-17T11:58:24Z
dc.date.issued2020
dc.departmentDepartment of Computer Engineeringen_US
dc.departmentDepartment of Electrical and Electronics Engineeringen_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.description.abstractThe complicated economic behavior of entities in a population can be modeled as a Gibbs random field (GRF). Even with simple GRF models, which restrict direct statistical interactions with a small number of neighbors of an entity, real life economic and financial activities may be effectively described. A computer simulator is developed to run empirical experiments to assess different coupling structures and parameters of the presented model; it is possible to test many economic and financial models and policies in terms of their transient and steady-state consequences.en_US
dc.description.provenanceSubmitted by Onur Emek (onur.emek@bilkent.edu.tr) on 2021-03-17T11:58:24Z No. of bitstreams: 1 Modeling_Economic_Activities_and_Random_Catastrophic_Failures_of_Financial_Networks_via_Gibbs_Random_Fields.pdf: 451983 bytes, checksum: 8c1a9fe5a76c4daec1573e6b148cd55a (MD5)en
dc.description.provenanceMade available in DSpace on 2021-03-17T11:58:24Z (GMT). No. of bitstreams: 1 Modeling_Economic_Activities_and_Random_Catastrophic_Failures_of_Financial_Networks_via_Gibbs_Random_Fields.pdf: 451983 bytes, checksum: 8c1a9fe5a76c4daec1573e6b148cd55a (MD5) Previous issue date: 2020en
dc.identifier.doi10.1007/s10614-020-10023-3en_US
dc.identifier.eissn1572-9974en_US
dc.identifier.issnComputational Economics
dc.identifier.urihttp://hdl.handle.net/11693/75950
dc.language.isoEnglishen_US
dc.publisherSpringeren_US
dc.relation.isversionofhttps://doi.org/10.1007/s10614-020-10023-3en_US
dc.source.titleComputational Economicsen_US
dc.subjectEconomic networksen_US
dc.subjectFinancial networksen_US
dc.subjectGibbs random fieldsen_US
dc.subjectMarkov random fieldsen_US
dc.subjectMetropolis algorithmen_US
dc.titleModeling economic activities and random catastrophic failures of financial networks via gibbs random fieldsen_US
dc.typeArticleen_US

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