摘要翻译：
我们进行了一个基于Agent的链式破产模拟。信用风险在网络上的传播，即链式破产，是防止大规模破产的关键。在我们的模型中，由应付账款损失引起的收入减少是由一个相互作用项模拟的，破产被定义为资本赤字。模型参数是用1,077家日本上市公司的财务数据估计的。利用估计出的模型参数，在由1077家企业组成的真实交易网络上对连锁破产进行了模拟。给定一个初始破产企业，得到一个连锁破产企业的名单。该模型可用于检测交易网络中的高风险环节，用于链式破产的管理。
---
英文标题：
《Agent Simulation of Chain Bankruptcy》
---
作者：
Yuichi Ikeda, Yoshi Fujiwara, Wataru Souma, Hideaki Aoyama and Hiroshi
  Iyetomi
---
最新提交年份：
2007
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
--

---
英文摘要：
  We have conducted an agent-based simulation of chain bankruptcy. The propagation of credit risk on a network, i.e., chain bankruptcy, is the key to nderstanding largesized bankruptcies. In our model, decrease of revenue by the loss of accounts payable is modeled by an interaction term, and bankruptcy is defined as a capital deficit. Model parameters were estimated using financial data for 1,077 listed Japanese firms. Simulations of chain bankruptcy on the real transaction network consisting of those 1,077 firms were made with the estimated model parameters. Given an initial bankrupt firm, a list of chain bankrupt firms was obtained. This model can be used to detect high-risk links in a transaction network, for the management of chain bankruptcy.
---
PDF链接：
https://arxiv.org/pdf/0709.4355