英文标题:
《Lattice investment projects support process model with corruption》
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作者:
O.A.Malafeyev, S.A.Nemnyugin
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最新提交年份:
2019
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英文摘要:
Lattice investment projects support process model with corruption is formulated and analyzed. The model is based on the Ising lattice model of ferromagnetic but takes deal with the social phenomenon. Set of corruption agents is considered. It is supposed that agents are placed in sites of the lattice. Agents take decision about participation in corruption activity at discrete moments of time. The decision may lead to profit or to loss. It depends on prehistory of the system. Profit and its dynamics are defined by stochastic Markov process. Stochastic nature of the process models influence of external and individual factors on agents profits. The model is formulated algorithmically and is studied by means of computer simulation. Numerical results are given which demonstrate different asymptotic state of a corruption network for various conditions of simulation.
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中文摘要:
建立并分析了莱迪思投资项目腐败支持过程模型。该模型基于铁磁的伊辛晶格模型,但考虑了社会现象。考虑一组腐败代理。有人认为,代理被放置在晶格的位置。代理人在不连续的时刻决定是否参与腐败活动。这个决定可能会导致利润或亏损。这取决于该系统的史前历史。利润及其动态由随机马尔可夫过程定义。过程模型的随机性会影响外部和个人因素对代理利润的影响。从算法上建立了该模型,并通过计算机仿真进行了研究。数值结果表明,在不同的模拟条件下,腐败网络的渐近状态不同。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Mathematical Finance 数学金融学
分类描述:Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法,包括随机、概率和泛函分析、代数、几何和其他方法
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