DocumentCode
2467913
Title
Metapopulation Model of the Banking Risk Contagion --- Dynamic Simulation Based on Cellular Automata
Author
Jianxin, Chen
Author_Institution
Sch. of Manage., Jinan Univ., Guangzhou, China
fYear
2010
fDate
17-19 Dec. 2010
Firstpage
1345
Lastpage
1348
Abstract
Banking risk contagion has been an important issue in banking risk recently. In order to control banking risk contagion and keep the stability of the bank system we put forward the influencing factors by analyzing the feature of banking risk contagion. A model of banking risk contagion is constructed by means of metapopulation. Based on cellular automata we simulate the dynamic process of the contagion in space-time. The model is so flexible that it´s not only used to analyze banking risk contagion but also to the else finance contagion of the whole finance system, as illustrated in the paper.
Keywords
banking; cellular automata; risk management; banking risk contagion; cellular automata; finance contagion; metapopulation model; Automata; Banking; Biological system modeling; Differential equations; Diseases; Finance; Mathematical model; cellular automata; extinction rate; infectious rate; met population model;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational and Information Sciences (ICCIS), 2010 International Conference on
Conference_Location
Chengdu
Print_ISBN
978-1-4244-8814-8
Electronic_ISBN
978-0-7695-4270-6
Type
conf
DOI
10.1109/ICCIS.2010.328
Filename
5709533
Link To Document