Analysis of a complex network of financial agents.

Many observations and research in areas of physics have been conducted on financial network. Within the researches, 3 power laws (Pareto wealth distribution, Scalefree network and Self organized criticality) in financial networks are of great interest in areas of physics due to its scale invariant n...

Full description

Saved in:
Bibliographic Details
Main Author: Chen, Jonathan Guan Wei.
Other Authors: Chew Lock Yue
Format: Final Year Project
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/20618
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-20618
record_format dspace
spelling sg-ntu-dr.10356-206182023-02-28T23:14:02Z Analysis of a complex network of financial agents. Chen, Jonathan Guan Wei. Chew Lock Yue School of Physical and Mathematical Sciences DRNTU::Science::Physics Many observations and research in areas of physics have been conducted on financial network. Within the researches, 3 power laws (Pareto wealth distribution, Scalefree network and Self organized criticality) in financial networks are of great interest in areas of physics due to its scale invariant nature. In this thesis, an attempt to build a model of rational interacting merchants in an ideal globalized market and to observed if the model will generate the power-laws observed in real life market(Pareto wealth distribution and scale-free network) and power law (Self-Organized Criticality) proposed by research. The numerical simulation results display the potential of the model to generate power-law-like distribution in wealth and link distribution. Although for model’s result there are no power law for bankruptcy distribution, bankruptcy distribution seems to have 2 long tails on its left and right. Bachelor of Science in Physics 2009-12-18T02:49:55Z 2009-12-18T02:49:55Z 2009 2009 Final Year Project (FYP) http://hdl.handle.net/10356/20618 en 125 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Science::Physics
spellingShingle DRNTU::Science::Physics
Chen, Jonathan Guan Wei.
Analysis of a complex network of financial agents.
description Many observations and research in areas of physics have been conducted on financial network. Within the researches, 3 power laws (Pareto wealth distribution, Scalefree network and Self organized criticality) in financial networks are of great interest in areas of physics due to its scale invariant nature. In this thesis, an attempt to build a model of rational interacting merchants in an ideal globalized market and to observed if the model will generate the power-laws observed in real life market(Pareto wealth distribution and scale-free network) and power law (Self-Organized Criticality) proposed by research. The numerical simulation results display the potential of the model to generate power-law-like distribution in wealth and link distribution. Although for model’s result there are no power law for bankruptcy distribution, bankruptcy distribution seems to have 2 long tails on its left and right.
author2 Chew Lock Yue
author_facet Chew Lock Yue
Chen, Jonathan Guan Wei.
format Final Year Project
author Chen, Jonathan Guan Wei.
author_sort Chen, Jonathan Guan Wei.
title Analysis of a complex network of financial agents.
title_short Analysis of a complex network of financial agents.
title_full Analysis of a complex network of financial agents.
title_fullStr Analysis of a complex network of financial agents.
title_full_unstemmed Analysis of a complex network of financial agents.
title_sort analysis of a complex network of financial agents.
publishDate 2009
url http://hdl.handle.net/10356/20618
_version_ 1759854979403743232