Font Size: a A A

Research On Global Financial Crisis Transmission Based On Netlogo Platform

Posted on:2018-06-03Degree:MasterType:Thesis
Country:ChinaCandidate:Z Y LvFull Text:PDF
GTID:2359330542457073Subject:Finance
Abstract/Summary:PDF Full Text Request
Since the 90 s of last century,the frequency of the world financial crisis has become higher and higher,and the scale is becoming larger and larger,and the rate of spread is faster and faster.This phenomenon has aroused the great concern of economists.Because of the economic relevance or economic similarity,the financial risk caused by the financial crisis will spread among different countries,which is called the financial crisis transmission.The spread of financial crisis spreads like epidemic virus,and the scale and speed of the diffusion become bigger and faster with the integration of world economy and finance.In order to prevent the financial crisis like the plague spread in the world,to establish the financial crisis spread firewall,in-depth study of the causes and prevention of problems such as the spread of the international financial crisis,has become an urgent issue facing contemporary economists and financial.With diversification of the study about financial crisis communication methods,knowledge of complex network theory is also integrated.From the beginning of complex network theory,its theory and application research have sprung up in such fields as nature,engineering,biology,social analysis and so on.It is still in the ascendant.In recent years,a large number of articles about complex networks have appeared in first class international journals,and on the other hand,the complex network theory and its applications have become a new research focus.The combination of financial crisis propagation and complex network theory is not only because of the network property of the spread phenomenon,but also because of the scale-free network structure.Study on transnational communication phenomenon in the international trade network in the financial crisis from the perspective of complex networks,the determination of the world financial crisis on individual countries total network communication process and communication effect,horizontal international communication not only can more fully reveal the financial crisis,the dynamic evolution process and can simulate the propagation of financial crisis,choose the best the time point and the optimal immunization strategy for all countries in the world,the financial crisis spread to the immune and provides a quantitative basis to build a solid financial crisis firewall.This paper focuses on the analysis of key factors of the financial crisis spread in the spread rate,recovery rate and immunization rate change of crisis spread trend,first of all to the financial crisis spread related theories are summarized,then the financial crisis spread characteristics and speciation analysis based on complex network theory;then the application of complex network analysis of the financial crisis spread network scale-free the network structure,establishment of the global financial crisis spreading on complex network ISR model,based on the Netlogo platform,through the simulation experiment,and then draw the realistic significance of variables on the financial crisis spread,the macro-control methods inspired by government and international economic organizations should be taken in response to the financial crisis communication more effective.
Keywords/Search Tags:Financial crisis transmission, Complex networks, Netlogo platform, Macro control
PDF Full Text Request
Related items