Name
Abstract | ||
|---|---|---|
•This paper raises the issue of the spread of contagion in financial networks in case of fuzzy data and extends the approach of the fictitious default algorithm to fuzzy financial networks.•The degree of default of each bank is defined. It consists in a (crisp) measure of the fuzzy default.•The vector of the degrees of default of the banks is obtained as a fixed point for the dynamics of a modified fictitious default algorithm.•The algorithm is implemented in Matlab and simulations on real financial data are finally proposed. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1016/j.asoc.2018.02.056 | Applied Soft Computing |
Keywords | Field | DocType |
Financial networks,Fuzzy financial data,Degree of default,Fixed point | Mathematical optimization,MATLAB,Financial contagion,Fuzzy logic,Financial networks,Fixed point,Fuzzy data,Mathematics | Journal |
Volume | ISSN | Citations |
67 | 1568-4946 | 0 |
PageRank | References | Authors |
0.34 | 0 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Giuseppe De Marco | 1 | 343 | 32.98 |
| Chiara Donnini | 2 | 0 | 1.35 |
| Federica Gioia | 3 | 0 | 0.68 |
| Francesca Perla | 4 | 24 | 5.90 |