Modeling economic activities and random catastrophic failures of financial networks via gibbs random fields
buir.contributor.author | Onural, Levent | |
buir.contributor.author | Pınar, Mustafa Çelebi | |
buir.contributor.author | Fırtına, Can | |
buir.contributor.orcid | Onural, Levent|0000-0003-2581-971X | |
buir.contributor.orcid | Pınar, Mustafa Çelebi|0000-0002-8307-187X | |
buir.contributor.orcid | Fırtına, Can|0000-0002-6548-7863 | |
dc.contributor.author | Onural, Levent | en_US |
dc.contributor.author | Pınar, Mustafa Çelebi | en_US |
dc.contributor.author | Fırtına, Can | en_US |
dc.date.accessioned | 2021-03-17T11:58:24Z | |
dc.date.available | 2021-03-17T11:58:24Z | |
dc.date.issued | 2020 | |
dc.department | Department of Computer Engineering | en_US |
dc.department | Department of Electrical and Electronics Engineering | en_US |
dc.department | Department of Industrial Engineering | en_US |
dc.description.abstract | The 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.provenance | Submitted 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.provenance | Made 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: 2020 | en |
dc.identifier.doi | 10.1007/s10614-020-10023-3 | en_US |
dc.identifier.eissn | 1572-9974 | en_US |
dc.identifier.issn | Computational Economics | |
dc.identifier.uri | http://hdl.handle.net/11693/75950 | |
dc.language.iso | English | en_US |
dc.publisher | Springer | en_US |
dc.relation.isversionof | https://doi.org/10.1007/s10614-020-10023-3 | en_US |
dc.source.title | Computational Economics | en_US |
dc.subject | Economic networks | en_US |
dc.subject | Financial networks | en_US |
dc.subject | Gibbs random fields | en_US |
dc.subject | Markov random fields | en_US |
dc.subject | Metropolis algorithm | en_US |
dc.title | Modeling economic activities and random catastrophic failures of financial networks via gibbs random fields | en_US |
dc.type | Article | en_US |
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