Investigation on financial crises with the negative-information-propagation-induced model

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• 作者：Feng-Hua Fan ; ^{fhfan@emails.bjut.edu.cn} ; Yanbin Deng ; Yong-Chang Huang
• 关键词：Financial crises ; Number of investors ; Negative information ; The negative information-propagation-induced model
• 刊名：Physica A: Statistical Mechanics and its Applications
• 出版年：2017
• 出版时间：15 March 2017
• 年：2017
• 卷：470
• 期：Complete
• 页码：94-104
• 全文大小：611 K
• 卷排序：470

文摘

We first build NIPI model to investigate the generation of financial crises. We introduce discrimination parameter and target critical value of financial crises. We provide a measure of monitoring the economic situation of financial crises. We show the effectiveness of governments in preventing financial crises.